Private Individuals Credit Risk Analytics

YAPI KREDİ

We are looking for an "Private Individuals Credit Risk Analytics Specialist" to take part in our Risk Management Department.

• University degree in Mathematics, Statistics, Industrial Engineering, Economics etc.
• Proficiency in SQL, analytical modelling and data mining techniques.
• SAS Enterprise Guide, SAS Enterprise Miner and R experience is preferred
  Strong analytical thinking and problem solving capabilities
• Ability to multi-task and open to work in teams,
• Strong communication and interpersonal skills, strong attention to details,
• Eager to learn, innovative and result oriented
• Banking, risk management, IRB, IFRS experience is a plus
  No military obligation for male candidates
• Good command of written and spoken English

İŞ TANIMI

• Design, develop and implement statistical PD, LGD, EAD models for underwriting, monitoring, collection processes.
• Conduct deep data analysis with advanced analytical methods
• Design, develop and implement income and limit models
• Know-how transfer on modelling to subsidiaries
• Track and report all model performance, generate alarms when necessary
• Update data dictionary for modeling, generate new smart variables