We have been retained by one of our client to execute a search mandate. Looking for candidates in the risk analytics domain with hands on experience in developing retail risk analytics scorecards .
Position open across verticals.
To know more contact me on 8105288298.
Some of the requisites:
- Develop new and maintain/ enhance existing retail scorecards (application, behaviour, collections/recovery, etc), IRB models (PD, EAD and LGD) and stress testing.
- Prepares and maintains the required and supporting documentations and reports.
- Extraction, preparation and audit of data and model definitions to ensure accuracy and completeness.
- Assessment, identification and resolution of project risks covering project initiation development, approval, validation, system implementation and business usage.
Skills required:
- Good understanding of credit risk for the retail portfolio and retail banking products.
- Proficient statistical programming skills in SAS (and other statistical software a plus), strong analytical skills and understanding of quantitative and statistical analysis
- Experience in data manipulation, data mining and understanding of relational databases
- Experience with statistical modeling and analytic techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.
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