We are looking out for Statistical modeling experienced professionals:
Model Development PD, LGD, EAD, IFRS 9 - Corporate Model
Model Validation PD, LGD, EAD, IFRS 9
Experience - 6- 10 years
Responsibilities :- Managing multiple projects in multiple geographies
- Handling teams of multiple projects across different areas of analytics, risk management etc.
- Handling pre sales meetings with clients
- Keeping track of latest regulatory updates & preparing offering on them
- Client Handling - Understanding client requirements, problems etc.
- Preparing presentation and presenting it to Senior Management
- Liaison with clients for understanding their problems & providing appropriate solution
- Preparing presentations and other documents as per client requirements
- Doing independent research to come up with innovative solutions/ideas
- Provide thought leadership and hands-on experience for ongoing initiatives
- Train and guide team of consultants
Will be responsible of different project ranging from:
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Part of "Center of Excellence" of Credit Risk Modeling
- IFRS 9 Model Development & Validation
- Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models
- Developing/Validation Rating Models for Corporate banking portfolios
- Stress Testing Models
- Develop/validate models like Collection, Propensity, Maturity, Pricing, etc.
- Advanced Analytics Solution (Machine Learning, Digital Lending etc.)
- Development of acquisition fraud scorecard
- Loss Forecasting
- Developing/Validating Rating Models for Corporate banking portfolios
- Developing/Reviewing ICAAP & RAROC ModelsEducation Background:You have good understanding of Statistics and Mathematics. You have experience of SAS, SQL, VBA, R & Python
Location: Bangalore - should be open for Global travel