Credit Risk Modeler

Publicada ayer por
- **Evalueserve**

Jornada Completa

Analista

Región Valparaíso

Viña del Mar

**Elevate Your Impact Through Innovation and Learning**

Our team of over 4,500+ talented professionals operate in 45 countries, including major centers in India, China, Chile, Romania, and North America. Evalueserve is proud to be recognized as a Great Place To Work®, offering a dynamic, growth-oriented, and open culture that prioritizes a flexible work-life balance, diverse and inclusive teams, and equal opportunities for all.

At the core of our commitment to employee development is Evalueserve University, our on-demand learning platform that provides access to a wealth of resources and global project experiences. We believe that by nurturing our employees' growth and empowering them with the necessary tools, we can create award-winning outcomes and elevate their careers, regardless of their backgrounds or locations.

Join Evalueserve and become part of our mission to drive impactful outcomes through innovation, collaboration, and continuous learning. Together, we can make a difference and elevate our impact.

**Nature of the Job**

This position forms part of Evalueserve Chile’s Risk and Quant Solutions line of business.

If you love statistics, credit risk and being part of a very inclusive environment, bringing new ideas to the table, this is the role for you.

**Important responsibilities in this role will include**:

- Developing, validating, and BAU monitoring of credit risk models (complex stress testing/CCAR, Allowance/CECL/IFRS9, Basel, and/or PPNR) with complex logic in SAS and/or SQL and/or Python production environment
- Monitoring statistical models for various asset types, as well as tracking activity and preparing various reports for review and approval from internal stakeholders
- Establishing strong controls and creating consistent and robust execution processes across models, including automations on report generation for efficiency gains
- Extracting, manipulating, and analyzing large data sets from a variety of sources, ensuring quality and consistency
- Creating reports and ad hoc analysis, interpreting and presenting results effectively
- Pursuing process automation and contributing to the continuous improvement of the programming environment
- Developing and researching new capabilities and proof of concepts for automations, models, and advanced algorithms (both on structured and unstructured data) for Risk & Compliance use cases
- Knowledge sharing and PoV development on new capabilities

**Perfil deseado**:
**Skills we’re looking for**:
Bachelor’s/Master’s degree in fields such as mathematics, statistics, engineering, economics, or computer sciences and the following skills:

- 5+ years of experience developing and/or validating credit risk models
- Extensive hands-on experience in SAS programming
- Extensive knowledge of SQL
- Excellent verbal and written English communication skills
- Experience in data cleansing and generating data for modeling purposes, summarization, and insight generation
- Understanding of predictive modeling techniques and a strong understanding of the statistical testing necessary to assess model performance
- Dedicated, enthusiastic, self-driven, and performance-oriented, possessing a strong work ethic

Este empleo es compatible con personas en situación de discapacidad

Experiência desde 4 años

Estudios mínimos: Universitaria

Graduado

Economía

Ingeniería Comercial

Estadísticas

Ingeniería Industrial

Ingeniería Matemáticas

Ingeniería Civil Industrial

Ingeniería Civil Matemática

Ingeniería en Estadística

Inglés (nível alto)