Modeling - Quantitative Analytics - BFSI

Manager Modeling- Quantitative Analytics - Application scorecard/Behavioral scorecard/Credit Risk Model Development

Location - Mumbai.

Qualification: Post Graduate in Statistics, Economics, Mathematics

exp; 5+ years of relevant experience

Package: upyo 15 LPA

Job responsibility

1. Develop and maintain statistical models using Survival and Regression Analysis methods across Retail, SME Retail and SME Corporate portfolios for Personal Loans, Mortgages, Credit Cards and Business Loans

2. Validate models periodically as per schedule

3. Develop PD, EAD & LGD will give us the ARG

4. Understanding of Basel concepts

5. Banking - secured and unsecured lending knowledge

Technical skills;

1. Advanced SAS & SQL

2. VBA & Access

3. Understanding of Large data warehouses (Oracle/Teradata)"

Analytical skills:

Statistical techniques such as:

1. Logistic Regression

2. Survival Analysis

3. MCS

4. ARIMA

5. Basel principles

If interested please send cv to twinkle@wizecareers.com

Twinkle
Recruitment Expert Wizecareers
www.wizecareers.com
07838387625
http://in.linkedin.com/in/twinklek
twinkle@wizecareers.com