Department / Branch: Credit Risk Management Department
Reports To: Head and Senior Manager of Credit Risk Management Department
Employment Type: Full-Time Contract/ Permanent
Location: Richmond Hill Office/ DT Toronto Office
Responsibilities:
- Design, develop, and optimize credit rating models to solve business problems.
- Experiment with algorithms, architectures, and frameworks to improve model performance.
- Conduct regular validation and tuning of models for accuracy and efficiency.
- Work with large datasets, ensuring quality, consistency, and relevance for training models.
- Identify patterns and insights to refine model inputs and features.
- Implement evaluation metrics and validation techniques to ensure model reliability.
- Perform testing to compare different models and configurations.
- Deploy models to production environments and monitor their real-time performance.
- Troubleshoot and resolve issues to maintain model robustness over time.
- Conduct model performance monitoring and reporting.
- Collaborate with data stakeholders to align model objectives with business goals.
- Communicate findings, methodologies, and results to technical and non-technical audiences or regulator.
Qualifications:
- Bachelor degree in Computer Science, Statistics, Data Science, Applied Mathematics, Machine Learning, Financial Engineering or related fields;
- At least 3 years of experience in financial modelling, preferably within banking or financial services sector;
- Strong knowledge in model development, validation, evaluation and optimization;
- Proficient in Python, R or similar programming languages;
- Excellent problem-solving skills and attention to detail;
- Strong communication and teamwork abilities;
- Excellent verbal and written communication skills in English with work proficiency;
- Fluency in Chinese is an asset.
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