AVP - Credit Risk Modeling - Bank - ISI/IIT/DSE/IIM/MDI/XLRI/FMS

Based out of Mumbai and reporting into the Analytics Lead, you would be responsible for carrying out a diverse spectrum of projects across risk model development & model validation for the retail & corporate portfolios of the bank.

Some of your key responsibilities shall be to -

- Manage a team of analytics professionals

- Develop, implement and validate retail credit scorecards as per business and credit requirement

- Review annual model performance through statistical validation and make refinements to improve the models where necessary

- Review and develop profitability based score cutoffs and enable discussions with respective business team

- Develop and articulate strategic recommendations based on rigorous data analysis

- Track model performance, suggesting improvements and implementing approved changes

The Successful Applicant

- Bachelors/Masters/Phd Degree in a Quantitative discipline (Statistics, Engineering, Economics etcetera) from a reputed Tier 1 institute like ISI, IITs, DSE, IIMs, MDI, XLRI, FMS etcetera

- 5+ Years of experience in the risk analytics domain with a solid exposure of building application scorecards/behavioral scorecards/LGD/EAD/PD/BASEL models

- Experience of working with an Indian Bank/NBFC shall be preferred, however, we are also open to look at applicants having the relevant experience with a MNC Banking setup

- Proficiency in one or more of analytical tools such as SAS (Base Stat, E-miner, SAS EGRC), SPSS, SQL, KXEN, R etc

- Exposure to market risk / liquidity risk models, trading models would be an added benefit

- Hands on experience in predictive analytics projects involving statistical modeling, logistic regression, linear regression, time series forecasting, customer segmentation etc.

- Proven record of delivering significant business value from developing and implementing advanced analytical tools and insights

What's on Offer

This is an excellent opportunity to work with one of the largest and fastest growing Indian Bank. This opportunity would give you exposure to a wide spectrum of areas in the credit risk analytics domain. You would also get to work on cutting edge analytics projects focused on the Indian consumer lending space that will have demonstrable business impact.