Credit Risk Analytics - Loans - Capital & Impairment - IIM/IIT/NIT/ISI

Analytics professional only from Institutes ISI, IIT, IIM, NIT are eligible to apply.

The Company :

This unique chance to become a pivotal part of the modeling functions for a leading Financial firm. You will be joining a company that is a dominant force in the Lending world and is looking to add a senior profile into their management function to overlook and support the modeling team on Credit Risk, stress testing, regulatory and model development processes.

The Role :

This role sits within the heart of the modeling function and you will be reporting into the Head of Credit Risk and Model development. Below your grade will be several Senior and Junior Analysts who will look to you for guidance and oversight if needed. The role is still heavily focused around hands on analytics and one of your main responsibilities will be to implement the development of Credit Risk, stress testing models framework for the lending portfolio as well as delivering the stress testing model policy and standards, documentation and training.

Day To Day Responsibilities :

- Working on Complex modeling assignments as well as owning and leading modeling projects from end to end (Design, Develop and Validate).

- You must have worked in a Credit Risk environment.

- You must be proficient using Basel Modeling techniques e.g. PD, LGD & EAD.

- Use SAS, Python or R on a day to day basis to work with big data sets within Financial Services.

- Evaluate the business impact of proposed new model implementations.

- Ensure you are always researching the market for potentially new risk modeling approaches and techniques.

- Engaging with customers and managing a number of key strategic accounts from an analytics perspective.

- Proven quantitative skills; ability to define, understand and explain the methods of forecasting credit loss and capital requirements.

What Is Required From You :

- Experience of Basel Modeling approaches or Scorecard development.

- Exposure to Capital and Impairment forecasting and stress testing.

- The ability to deliver and present analytical solutions using SAS, Python, or R.

- Knowledge of Risk Assessment methodologies.

- Excellent understanding of the drivers for profitability and the ability to present to stakeholders.

Keywords :

Credit Risk - Basel II - Modeling - Scorecards - Scoring - Stakeholder Engagement - Capital - Impairment - Forecasting - Analytics - Modeling - Models - PD - EAD - LGD - Basel - Portfolio - Regulatory - UK - US