Analytics India Magazine - Consultant/Senior Consultant/Project Manager - Analytics & Regulatory Modelling

Experience : 5-10 years in Banking Industry(retail & non-retail)

Technical Skill Set ;

Skilled in :

- SAS

- SQL,

- R, or Python

- Advanced skills in MS Excel

- Predictive Modeling

- Logistic / Linear Regression

- Decision Trees

Banking Domain Requirements :

- Strong understanding of banking products such as mortgages, credit cards, loans and advances

- High level of proficiency in development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.

- Hands on experience working on PD, EAD, LGD models, RWA calculations, Capital computations

- Experience working with leading global banks on the regulatory model development either for Secured or Unsecured portfolios

- Self-driven, able to work independently, strong problem solving skills along with excellent communication

Role Competencies :

- Experienced in development of credit risk models for BASEL reporting, PD, LGD, EAD and/ stress testing or should be well versed with understanding of these concepts

- Skilled in validation and monitoring of internal and external risk models by computing standard metrics

- Skilled in developing and analyzing product-specific solutions within banking domain varying across underwriting/monitoring loan portfolios, developing collections scorecards, loss forecasting amongst others

- Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance

- Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience

- Ability to drive discussions with the stakeholders and present the findings / summary of the project activities