Credit Risk Modelling Role

We are hiring for one of our reputed client based in Mumbai and Bangalore. The role is into core modelling with Consumer and Community Banking (CCB) business of this IB firm. Being a part of Business Banking Modelling team, candidate will be responsible for :

- Designing, developing, implementing, and validating statistical models/ segmentations/strategies for CCB risk, providing analytic support and developing new criteria and/or strategies for CCB credit risk management.

- The responsibilities include compiling appropriate data, applying multidimensional data aggregation, performing profile analysis and evaluating impacts using optimization and/or classification algorithms.

- Analyze and interpret financial data using SAS and other statistical software in UNIX environment.

- Partner with internal teams to implement models/segments/tools into system and to support business execution and/or analytics on revenue growth and loss control will be responsible.

- Provide and present model results, insights and recommendation to senior management and partners using MS Office (i.e. PowerPoint, Word, and Excel).

Desired Qualification:

- Minimum of 4+ years of relevant analytics/modeling experience. Financial industry experience in business banking / credit card / retail banking.

- Advanced degree (master's or above) in a quantitative subject, such as Mathematics, Operations Research, Statistics, Economics or Finance.

- Must have in-depth knowledge in applying regression methods, classification/decision tree algorithms, sequencing/association tools, pattern recognition and/or other fraud detection techniques for credit risk management decisions.

- Strong data handling, interpretive, and problem solving skills with the ability to process large volume of data and efficiently derive actionable results taking into consideration operational aspects and risk impacts

- Experience in SAS and SQL in UNIX environment, database such as ORACLE/TERADATA

- Excellent inter-personal and communication skills (both written and oral) are required, as the candidate will collaborate in a project-oriented environment in a matrix set up and present results to internal business clients and senior management.

- The candidate should possess an understanding of the risk management practices of consumer lenders

- The candidate should be able to handle projects with a minimum of oversight and supervision and should be able to make contributions