Risk Portfolio Management Role - Analytics & Information Management - BFS

About us :

Analytics and Information Management (AIM) is a global analytics community driving data led transformations across business and geographies to create actionable intelligence for our business leaders. We are a fast growing organization penetrating multiple functions across marketing, risk, compliance & treasury services

What do we offer :

We are a part of North America Cards team providing strategic and analytical support to nurture growth through developing multi-faceted strategies for bank and customer. With a pre-eminent global brand, ourteam delivers top-in class analytics & innovative solutions though machine & deep learning intelligence that address clients- evolving needs. In order to achieve the best in class analytical solutions across business units we use the best in class tools and technology.

Few notables among the multiple areas that we are supporting :

- Portfolio analytics : This includes both new product development and risk criteria change of existing products. Impact of Policy changes on portfolio risk. Drive analytical efforts to understand the shift in customer risk profiles enable recommendation of necessary changes to drive profitability.

- Loss Forecasting and Measurement Against Plan : Support the Loss forecasting team in estimating Net Credit Loss (NCL) and Loan Loss Reserves (LLR) for different segments of the portfolio. Support the Regulatory Impairment and capital forecasting process.

- Risk Appetite Framework : Work with the Risk Policy teams to refine the risk appetite framework, build out programs to test where we can expand or reduce exposure. Risk-Reward analysis for various portfolio segments to optimize the return on assets and capital employed.

- MIS and Risk Production Processes : Support risk production processes in terms on management insights, dashboards, calculation of expected credit losses. Stress testing processes etc.

Expertise Required :

Analytical Skills :

1. Analysis and Segmentation : Ability to find drivers of portfolio performance -What if- and - So What- Analysis.

2. P&L Modeling and Driver Analyis. Forecasting and Simulation

3. Campaign or Program Financials and P&L Simulation.

4. Performance Measurement and attribution : Ability to measure Campaigns and Programs against plan numbers and attribute reasons to each performance metric

5. Problem Solving : Ability to solve unstructured problems and generate insights that business can leverage

- Provide support in the management and efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators.

6. Credit Risk Modeling : Must have hands on expertise in developing and managing scoring models across the customer life cycle - acquisition, behavior, collections, fraud and regulatory risk models.

Preferred : Traditional Modelling, knowledge on Credit scoring models, Comprehensive Capital Analysis and Review (- CCAR- ) & Dodd-Frank Act Stress Testing (- DFAST- ) regulations

Tools and Platforms :

1. Proficient in SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environments.

2. Proficient in MS Excel, PowerPoint

Domain Skills :

In depth understanding of :

- Strong understanding of Credit Cards and Lending products with exposure to the US market.

- Understanding of Risk Management across customer life cycle. Understanding of credit Risk Policy for unsecured products

- Card Underwriting, Line Assignment, Risk appetite framework

- Card Authorizations, temporary limit overrides etc.

- Exposure to Credit bureau data and usage of the same in credit risk modeling and portfolio strategy.

Soft Skills :

- Should have excellent communication and inter-personal skills

- Must have capability to clearly communicate analyses. Presentations to both technical and non-technical personnel are required to be made frequently as part of the job.

- Ability to work efficiently in a matrix environment balancing between both business and functional interactions and priorities

- Contribute to organizational initiatives in wide ranging areas including competency development, training, organizational building activities etc.

- Ability to work effectively across portfolio risk policy teams and functional areas teams

Educational and Experience :

- Masters or Doctoral degree with a specialization in Statistics, Mathematics, or other quantitative discipline

Preferred :

- Post Graduate in - Statistics, Mathematics, Operations Research, Econometrics

- 1 to 7 (Depending on the level) years of hands on experience in delivering Analytical solutions, with good working knowledge in BFSI domain