Credit Risk Analytics Role - Big4

Overall Job Purpose: The role is for one of our MNC clients (one of the big 4) for supporting & leading the projects leveraging on analytics. The responsibilities include understanding the business problem, devising an optimal approach, formulation of data requirements, solution/model development, validation using different statistical techniques to getting in buy-in from the client in terms of the solution provided. It involves continuous engagement and interaction with clients as also being responsible for service delivery of the project.

Location: Mumbai / Bangalore / Delhi.

May require travelling to Middle East / South East Asia and within India as well

Desired Skills

- Extensive knowledge of Basel II requirements and capital calculation methodology for credit risk management

- Hands on experience in conducting model development & validation of credit risk rating, IRB estimation models (PD, LGD, EAD) and credit risk stress testing models would be required

- In-depth knowledge of credit lifecycle, covering credit origination, due diligence, approval, administration, collateral management, NPA management, early warning systems, credit risk monitoring etc. is required

- Good knowledge of banking products, covering all banking book and trading book instruments

- Good knowledge of statistical methodologies related to model development / validation, including clustering, regression, logit, probit, Gini coefficient, ROC, AP etc.

- Experience of having implemented credit risk rating and / or credit risk management systems would be an added advantage

- Superior communication skills with stakeholders at all levels of the internal organization and clientele

Additional desired skills

- Experience of SAS and ability to develop and validate SAS models for credit risk management would be desirable

- Experience of other analytical platforms such as R, SPSS etc. for credit risk modelling would be desirable

Candidate profile -

- 3 to 7 years of experience in credit rating and Basel II IRB model development and validation

- Certifications like PRM, FRM etc. would be an added advantage

- Working knowledge on statistical packages like SAS, R will be preferred

- Excellent written and oral communication skills, with a high level of drive and resilience

- Ability to work comfortably at the highest levels of client organizations and interacting closely with high level executives in a range of environments

- Comfortable functioning in a broadly positioned role in a highly diverse service lines working across industry verticals.

- Must possess an impressive executive demeanour, a team oriented and collaborative approach, and excellent presentation skills, including strong oral and writing capabilities

- Strong intellect coupled with proficient commercial instincts

- Diplomatic, flexible and have a good team approach