Associate/Vice President - Analytics - Consumer Banking Domain

A leading global bank in Bengaluru/Mumbai is looking for an Associate/VP for their consumer banking team to support critical statistical development projects and related analysis.

Roles and Responsibilities :

- Responsible for end-to-end credit-risk model development efforts within Capital Modeling

- Responsible for model development

- Manage quality control and assuring accurate and appropriate model development, quantification and implementation of capital models

- Work on the development of benchmark models

- Design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting

Skills :

- Extensive Statistical modeling experience in the financial services industry; Basel Modeling/CCAR modeling/IFRS 9

- Experience in Machine Learning and big data environments

- Experience in SQL in an RDBMS environment such as DB2, Oracle, or Teradata

- Experience with programming languages such as PYTHON and R

- Experience in developing, implementing and testing loan-level loss forecasting models and credit risk models within financial institutions

- PhD./ Master's in a quantitative/numerate discipline.