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Credit Risk Modeler/Data AnalystJobs by: Quant RecruitingPosted date: 06-Mar-2010
Location: Atlanta
Key accountabilities:
Progressive experience in predictive analytics and data mining (5 years) in at least one of the following areas:
· Multiple Linear Regression
· Poisson Regression
· Logistic Regression
· Factor Analysis
Essential Responsibilities
· Analyze data from external data sources to be acquired and integrated into direct marketing products.
· Work with Data Quality team to help create and test business rules around the most effective usage of the data, including developing metrics and reports for senior leadership.
· Credit risk modeling, including the development, implementation, and validation of probability of default (PD) and loss given default (LGD) models using statistical and econometric techniques.
· Forecasting and simulation exercises with emphasis on stress testing under alternative scenarios
· Modeling specification, estimation and validation, final reports and documentation writing
· Meeting with clients to discuss proposed and current projects;
Education:
Candidates should have at least an M.S in Finance, Statistics, Mathematics, Economics or closely related field. Must be knowledgeable, or have a background, in Sales and/or Credit Industry.
Working Knowledge in at least one area:
· Knowledge of SAS programming language, Enterprise Miner, Enterprise Guide, SAS Connect, and other core SAS components as required.
· Proficient in MS Office programs, specifically Excel and Access.
Demonstration of experience required through sample work submissions.
Please submit resumes only to resumes
 quantrecruiting.com. |
