AVP - Credit Risk Analytics Model Development

Key Skills :

- Good risk modeling skills with experience to work under regulatory framework

- Good understanding of wholesale risk and risk systems

- Understanding of regulatory policy and implications and relevance

- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9) Systems, datamart or software development or integration experience, as appropriate

- Management information and reporting design experience

- Virtually leading and managing various kinds of analytics projects

- Able to progress multiple tasks at the same time

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/time zones where appropriate

- Prior experience in dealing with business partners across the globe Analytics project and (or) regulatory reporting skills Excel lent MS Office skills, SAS, Matlab

- Data manipulation and number crunching

- Able to work independently, with minimal supervision

- Highly focused on project delivery, attention to detail

- Excellent written and verbal communication skills. Hands on statistical knowledge with scorecard /econometric model development capability

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible.

Qualifications :

Masters in any numeric discipline :

- Engineering (or Btech with relevance experience)

- MS / MBA in Finance

- Stats/Maths

- Economics

Experience :

- 9+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred

- Understanding of commercial banking and wholesale related products would be added plus.

- Advance SAS / R / Matlab / Python knowledge is pre requisite for the role

Interested Candidates can call @ 011-66370313