Mgr - Credit Risk Model Development Analytics

Discipline - Banking

Subsector - Analytics

Location - Delhi NCR

About our Client - Our client is a leading corporate and investment bank with rapid expansion of their operations in Indian market. As a part of migration of value added work from the US, UK, Europe and financial centres in APAC they are looking for an experienced professional to join their team to drive continuous growth in Model Development Unit within the Credit Risk Modeling vertical.

Job Description - Reporting to the AVP - Model Development, you will be responsible for:

- Developing of credit risk models across life cycle of various retail portfolios

- Building credit risk models complying to BASEL II regulatory

- Model implementation & impact assessment

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Working closely with internal model committees to ensure models meet desired compliance requirements .

- Introducing cutting edge techniques of modelling /segmentation through proactive thinking

The Successful Candidate - As a successful candidate, you have a Masters in Statistics, Mathematics, Economics, with (4-5) yrs of experience in developing credit risk scorecards for retail portfolios. You come with knowledge of retail financial services and experience in Basel II compliant model development. You have experience of working with modelling techniques ( Regression Analysis, Time Series Analysis, Econometrics, Linear and Non Linear Programming, etc).

What's on Offer - Excellent employee friendly work culture and global exposure along with high level of independence in your work.

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