Consultant/Senior Consultant - Credit Risk Model Development - BFSI

Credit Risk Model Development (Consultant/Sr Consultant)

Responsibilities :

- Working directly with Client and managing Client

- Managing multiple project in multiple geographies

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management (Client)

- Will be responsible of different project ranging from :

1. IFRS 9 Modeling

2. Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

3. Developing/Validation Rating Models for Corporate banking portfolios

4. Stress Testing Models

5. Develop/validate models like Collection, Propensity, Maturity, Pricing, etc.

6. Advanced Analytics Solution (Machine Learning, Digital Lending etc.)

7. Development of acquisition fraud scorecard

8. Loss Forecasting

9. Developing Rating Models for Corporate banking portfolios

10. Developing Economic Models

11. Developing ICAAP & RAROC Models

About You :

- You have 1 to 5 years of relevant analytics/risk/business experience and you are passionate about improving yourself.

- You have previous experience in risk analytics, retail analytics, corporate/wholesale analytics, marketing analytics, data science, model development, model validation, model monitoring or other risk management related projects.

- You have experience of SAS, R, SQL, VBA & Python, not to mention good power point and excel skills. However, knowledge of other applications would also be an advantage. You have cleared CFA & FRM.

- You are aware that life as a consultant is challenging and, at times, extremely demanding. Our customers and our employees are our most important asset, and you are ready to do what it takes to generate good relations, both in-house and externally, and to develop world-class business intelligence capabilities.

- You have a degree in economics, statistics, engineering, computer science or business administration - or any other related subject for that matter. The most important thing is that you are passionate about analytics and wish to make a difference.

- Your communication skills are outstanding, and your written and spoken English are fluent.

Location :

Option 1 - Mumbai

Option 2 - Bangalore