Associate Manager - Model Validation - Bank

Discipline: Banking

Subsector: Analytics

Location: Bangalore

About our Client: Our client is one of the largest Global Banks with demonstrated strengths in both Commercial and Retail Banking. They are in the process of growing their Retail Risk Analytics function in Bangalore and are looking to hire specialists in Retail Risk Modeling with demonstrated leadership capabilities

Job Description:

Some of your key responsibilities will be:

- Execute new and existing model validation for credit decision Models and ratings model (PD, LGD and EAD models and related capital estimates) while adhering to applicable standards and procedures

- Provide statistical analysis and meaningful insights to support model validation output

- Establish effective and repeatable processes for validation by creation and improvement of automated model validation tools

- Provide support for enhancement of validation methodology and contents of validation outcome

- Ensure compliance with the regulatory environment and internal compliance measures

- Proactively participate in and complete all functional and behavioral trainings

The Successful Candidate:

The successful applicant will have:

- Knowledge/experience of working on statistical scorecards including Logistic Regression and Decision Trees across broad range of retail and wholesale portfolio (3+ years)

- Knowledge of the Basel 2 regulatory framework and capital measurement approaches (incl. PD, LGD, EAD models)

- A Post graduate qualifications in statistics, econometrics, mathematics or any other quantitative discipline with exposure to different statistical techniques such as multiple regression, time series analysis, discriminant analysis, principal components, conjoint analysis, segmentation, clustering, survival data analysis etc

- Advanced skills in SAS (Base & Macro), SQL and office tools including MS Excel and Visual basic for application (VBA). Basic knowledge of UNIX and Mainframe

- Excellent Interpersonal skills with the ability to liaison with senior stakeholders across different functional teams within the larger organization

What's on Offer: Excellent Opportunity to work with in a Risk Analytics role with one of the largest Global Banks. The organization is known to encourage Work Life Balance and promotes International Mobility

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