Manager - Analytics - Credit Risk/Regulatory Modeling

Job Responsibilities:

- Build and monitor a regulatory risk model (CCAR/CECL)

- Create detailed documentation outlining the design and technical specifications

- 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

- Play a business development role and generate additional projects from other clients within the organization

Candidate's Profile:

Education : A post-graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA)/ B.Tech from a reputed institute with knowledge of advanced statistical and analytical techniques

Domain : Credit Risk/Regulatory Modeling ( IFRS9/BASEL/CCAR/CECL)

Years of Experience : Data analysis experience (2- 5 years) with minimum 2+ years in model development

Skill Set : Strong and in-depth understanding of statistical tools/ modeling techniques. Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition

Tools & Certifications : Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

Soft Skills : Good communication (both written and verbal) skills. Able to work in fast pace continuously evolving environment and ready to take up challenges