Leadership Role - Credit Risk Modelling & Strategy - Banking

Opening for Credit Risk Model Modelling & Strategy with exposure to Machine Learning algorithms role for a Banking major in Bangalore.

- Expertise in Cards Domains (Mandatory)

Analytical Skills : 

- Traditional Modelling - Must have hands on expertise in developing and managing scoring models

- Traditional Modeling techniques like Regression, Logistic Regression, Factor Analysis, Segmentation, Discriminant Analysis, Stochastic Process, Time Series

- Advanced Modelling- Hands-on knowledge on using advanced machine learning technologies- SVM, GBM, RF, XG Boost

- Problem Solving - Ability to solve unstructured problems and generate insights that business can leverage

- Provide support in the management and efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators

- Preferred: Traditional and Advanced Modelling (especially anyone who has experience on PD/LGD model)

Tools and Platforms : 

- Proficient in SAS, SQL, R, Python and familiarity with Hadoop and related tools (Hive, Hue, Map-Reduce, Impala, etc.) preferred.

- Proficient in MS Excel, PowerPoint

Domain Skills : 

In depth understanding of : 

- Good awareness of Risk Policies

- Card Underwriting, Line Assignment

- Card Authorizations, Line Managements

- Understanding of IFRS 9, BCBS standards and its implications in consumer credit risk and PD / LGD / EAD models

- Knowledge on Comprehensive Capital Analysis and Review (CCAR) & Dodd-Frank Act Stress Testing (DFAST) regulations

- (Preferred) - Knowledge of IFRS9,BCBS,CCAR, Stress Testing

Soft Skills : 

- Relationship Management and Communication: Effectively communicate strategic considerations with team, partners and senior management.

- Must have capability to clearly communicate analyses. Presentations to both technical and non-technical personnel are required to be made frequently as part of the job.

- Ability to work efficiently in a matrix environment balancing between both business and functional interactions and priorities

- Contribute to organizational initiatives in wide ranging areas including competency development, training, organizational building activities etc.

- Influencing and Implementation: Influence partners/stakeholders and guide them towards the best solution at any point given the constraints. Lead efforts in implementation of projects executed by the team

- Ability to translate and articulate technical thoughts and ideas to a larger audience including influencing skills with peers and senior management

- Self-motivated to continuously upgrade one's domain knowledge, keep abreast of latest developments in the field and evaluate its application in the business area on a consistent basis