AVP - Credit Risk Analytics - Model Development

- This position is for a senior 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 IRB, IFRS9, Stress Testing, Credit Scoring and other risk models for Retail / Small Business. In addition, the individual might be required to support other risk analytics related to Retail / Small business.

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