Risk Analytics & Model Validation Role - BFSI

Our client is a BFSI player with exposure in Consumer Banking as well as SME and Corporate Banking domain. We are looking for someone with 8-12 years of experience in the Risk and Data Analytics domain based on the following Specifications :

Key Responsibilities :

- Developing a strategy for the automation of MI, data analytics and value adding insights

- To ensure the effective execution and consolidation of information for critical management committees

- Help build a team of data analysts and create a culture of data led decision making

- Promote a high-performance culture in the team through embedding formal Performance Development, coaching, mentoring, and building up team members through leading by example

- Strong coding experience in Python, R, and Apache Spark

- Experience working with learning ML models such as linear/logistic regression, clustering, support vector machines (SVM), neural networks, Random Forest, CRF, Bayesian models, etc.

- Maintains Inventory of all relevant MIS / Reports / Dashboards

- Preparation and distribution of relevant reports / MIS to relevant functions

- Strong knowledge of Data Warehouse/ Data Lake and Big Data Platforms

- Development and monitoring of Expected Credit Loss Model (ECL)

- Ability to build loss forecasts

- Ability to understand Credit related data and its usage in reporting

- Code Review

- Understanding of Bureau data

- Experience on BI Platforms like Qliksense, Tableau, SAS VA

Education :

Masters Degree in Statistics, Operational Research, Economics, Mathematics, Engineering

Preferred Skills and Comptencies :

- Knowledge of SAS, and BI Tools like SAS VA, Qliksense, Tableau

- Knowledge of Data Warehouse, Data Lake and Big Data platforms

Monika