AM - Risk Modeling - Basel II

Discipline - Banking

Subsector - Analytics

Location - Delhi NCR

About our Client - Our client is a leading MNC Bank which has seen stellar growth in the last decade. Having started their analytics practice a few years back, they are very ambitious to grow it further and develop world class talent of enterprising individuals. Therefore they are looking for a very seasoned analytics professional to be a part of their modeling setup.

Job Description - Reporting to a Manager, you will be responsible for:

- Ensuring timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes.

- Development of credit models across life cycle of various retail portfolios

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements Model documentation as per internal and regulatory guidelines

- Scorecards implemantation, validation and performance monitoring

- Introducing cutting edge techniques of modelling /segmentation through proactive thinking

- Engaging with on-shore partners and business heads to scope out analytics projects in line with business expectation

The Successful Candidate - As a successful applicant, you have a Masters in Statistics, Economics, Mathematics, operational research field, MBA, CA, Engineer. You have 3+ years of experience in the Financial Services industry in developing credit risk scorecards for retail portfolios. Hands-on experience of SAS, or other suitable statistical programming language. Hands-on experience in all stages of model development (development, validation, tracking, monitoring, implementation) of credit risk models for different portfolios. You have experience in Basel II compliant model development. You have strong and effective written and oral communication skills.

What's on Offer - An opportunity to be a part of a growing setup with good work culture in an established MNC based in Delhi NCR

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