Posted By
Posted in
Banking & Finance
Job Code
521854
Job Title - SM / AVP Risk Modeling
Location - Gurgaon
Experience - 8 -12 years
JD
Work Experience :
- 8+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Banking.
- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models
Domain Experience :
- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.
Education :
A postgraduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.
Tools & Certifications :
Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
Other Desired Qualifies :
- Good communication (both written and verbal) skills,
- Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a diverse group of stakeholders to influence the direction of projects to meet the project milestones.
- A good external network of contacts within the risk industry.
Job Responsibilities :
- Build statistical models involving multiple techniques like Logistic Regression, GLM etc.
- Extract data from multiple platforms and conduct analysis using statistical and mathematical methodologies and tools
- Ensure all deliverables meet client expectations in terms of scope, speed & quality.
- Strong problem-solving skills - the ability to ask the right questions, formulate a comprehensive set of hypothesis, identify significant factors, and adopt the appropriate solution framework need-based product solutions
- Create detailed documentation outlining design and technical specifications of each solution
- Play a business development role and generate additional projects from other clients within the organization
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Posted By
Posted in
Banking & Finance
Job Code
521854