Advanced Analytics Role - BFSI

Advanced Analytics

Role Scorecards & Modeling and IFRS, Basel II, III

Key Responsibilities:

- Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales

- Develop PD and LGD models for Basel compliance

- Define and establish robust model evaluation & governance framework

- Engage with the Risk & Model Committees

- Responsible for the end-to-end development and implementation of all scorecards/risk monitoring framework across businesses

- Stakeholder relationship management & control aspects of analytical project delivery

Key Competencies / skill set:

- Should be a subject matter expert in the domain of Basel III

- Strong statistical knowledge and demonstrated hands-on experience in model development & management

- Working knowledge of R, Python or SAS is a must.

- Should be able to anchor stakeholder engagements

- Very strong presentation & communication skills