Credit Risk Modeling Role - Corporate Model Development - Banking

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:

- 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 Models

Education 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