AVP, Credit Model Development (L11)
Core
Managing credit and fraud models through their lifecycle from initiation to retirement, utilizing statistical and machine learning techniques to drive decision sciences and manage risk.
Role type
Senior IC credit model developer (team lead)
Builds
Production credit scorecards and transaction fraud detection models for consumer lending
Domain
Consumer finance / Credit risk / Machine Learning
Deliverable
production ML models
Required skills
Python, PySpark, SAS, SQL, XGBoost, Random Forest, Light GBM, AWS, credit risk modeling, fraud detection, model validation, feature engineering
Preferred skills
Transactional and credit bureau data knowledge (FICO, Transunion, Equifax), alternative data sources, US Model Governance trends
Technologies
AWS, Tableau, XGBoost, Random Forest, Light GBM, PySpark, SAS, SQL
Responsibilities
Develop acquisition and account management credit and fraud models; Lead model monitoring and performance deep dives; Support model risk management reviews and validation; Collaborate with strategy teams on model usage and performance changes; Manage a small team and prioritize deliverables
Seniority
Senior, hands-on IC with team management
