iNerc

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We have an urgent requirement for “ Statistical Modeler / Model Validation Analyst” which is a “Full time Permanent” job opportunity with one of our direct clients. Kindly see below for job details

Position Title: Statistical Modeler / Model Validation Analyst
Location: San Antonio, Texas
Relevant experience: 5 Years
salary: $75-80K

Required skills:
5 years of Credit Risk and Loss Forecasting Model Development and validation experience
Technical/Functional Skills: • SAS EG / SAS Enterprise Miner • Experience in Credit Risk and Loss Forecasting Model Development and validation • Knowledge of KS statistics, Gini Coefficient, Population Stability Index, Score Distribution Chart, Log to Odds Ratio – in the operating region, Characteristics analysis – analyzing each variable in the final model, Benchmark scores comparison, Swap set analysis with benchmark scores, Score realignment recommendations, Check for Stationarity of the data series, Augmented Dickey-Fuller test (DF t-statistics), Phillips-Perron test. • 4-plot of residuals (Run sequence plot (range of the scatter), Lag plot (random distribution), Histogram (normally distributed) and Normal probability plot). • Check of Prediction – back test and variance analysis, RMSE, Theil’s U Statistics, Ljung-Box test statistic (Q*), Order of AR & MA series.