Associate Manager - Credit Risk Modeling - Retail Domain - IFRS/IRB/AIRB - SAS/Python/R - Bank

Looking for professionals having 1 - 6 years of experience in Credit Risk Analytics and in Model Development with good experience of SAS/Python/R for a Banking giant in Bangalore.

- Experience in IFRS/IRB/AIRB in required.

Role Responsibilities :

- This position is for an Associate Manager with an advanced degree in a quantitative discipline; requires experience and proficiency in areas of statistics, applied mathematics, SAS programming language and a good understanding of retail banking / small business lending businesses.

- The individual will use these skills in the development of risk / credit scoring models and other risk analytics in retail banking / small business lending portfolios.

- Responsibilities include developing statistically derived predictive models, perform decision tree based customer segmentation & profiling analyses, assist business implementation of sophisticated scoring models and providing analytic support to businesses across the globe.

Qualifications :

- Bachelors / Advanced (Masters or higher) Degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering or other quantitative discipline

- Good understanding of retail banking / small business / consumer finance products and business life-cycles (e.g. sales, underwriting, portfolio management, marketing, collections.)

- Experience in quantitative analysis & statistical modeling in credit risk / marketing /portfolio strategy for retail banking / small business / consumer finance portfolios

- Proficient statistical programming skills in SAS (preferred) or similar, strong analytical skills and understanding of quantitative and statistical analysis

- Hands-on experience in mining data and understanding data patterns

- Demonstrated proficiency in scorecard development is a plus

- Experience in directly interacting with Business and exposure to International markets will be a plus

Competencies :

- Analytical / Strategic / Conceptual thinking

- Attention to detail

- Problem solving

- Verbal/Written communication

- Presentation skills

- Highly motivated, organized and methodical