Head - Credit Risk Analytics/Modeling - BFSI

Experience/Qualifications:

Experience: 9-15 years

- MS or Ph.D. in Mathematics, Statistics, Physics, Engineering or similar technical field, or equivalent professional experience beyond the Bachelors- degree.

- Experience with various modeling methodologies in a development or research role, including developing scoring algorithms is required.

- Course work in probability, statistics and quantitative methods is a must, including at least one semester of an applied statistics class.

- 6+ years of Project Management experience preferred.

- Previous (front-office) Banking Experience with a major bank in the APAC region

- First class English language skills is essential

Relevant Skills / Experience:

- Scoring technology and methodologies

- Hands on Scorecard Model building would be preferred

- SAS/SPSS, Java or similar object oriented programming language;

- Model development techniques and tools such as SAS, FICO Model Builder;

- Advanced statistical methods and quantitative analysis;

- Statistical tools and programs.

Suitable candidates must understand Credit Risk and preferably have a background in Analytical model building.

We are looking for a person who has hands on model development in areas of modeling such as Application & Behavioural Scorecards, Collection Models and/or Marketing Propensity/Segmentation type modelling,PD, LGD, EAD/CCF.

- The candidate will also have exposure to model building tools such as FICO Model Builder, SAS, SPSS.

- This person will be equally as comfortable in a role that blends both the business side of retail banking with technical skills of Analytical modeling.

You already have some experience working for a:

- Major Retail Bank

- Financial Software Company (eg: Algorithmics, SAS)

- Management Consulting Firm (eg: Oliver Wyman, PwC, E&Y, KPMG, Deloitte)

- Credit Card Issuer (Visa, AMEX)

We strongly prefer candidates with real-world Retail Banking experience within the Asia Pacific region.

Linson Thomas
in.linkedin.com/in/linsonthomas