Calculate monthly risk rate estimation for various scenarios and on-demand requests, as well as estimate expected NCL according to established mitigation measures
Job Summary
Calculate monthly risk rate estimation for various scenarios and on-demand requests, as well as estimate expected NCL according to established mitigation measures.
Develop, calibrate, and implement credit originación and fraud prevention models, along with specific strategies for these purposes.
Calculate risk KPIs and external indicators, monitor them, and propose improvements, determining conclusions to present results to Management and sales counterparts.
Matching Summary
Calculate monthly risk rate estimation for various scenarios and on-demand requests, as well as estimate expected NCL according to established mitigation measures.
Skills & Requirements
Must-have
Credit risk originación analysis
Develop credit originación models
Implement risk strategies
Machine Learning model creation
SQL, Python & R experience
Nice-to-have
Risk segmentation analysis
KPI monitoring and improvement
Presenting results to management
Key Requirements
3-5 years experience in Risk Management
Statistical models creation
Machine Learning experience
SQL, Python & R experience
Licenciatura/Ingeniería in Actuarial Science, Mathematics or related field