Senior Consultant/Engagement Manager - Credit Risk Model/Development/Validation

Location: Chennai

Senior Consultant (L2) : 5 to 8 years

Engagement Manager (M1) : 7 to 10 years

Notice Period : Immediate to 30 days

Job Responsibilities:

1. The Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models for the bank.

2. The Credit Risk Model Developer plays an important role within the Credit Risk Modelling team to, develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions, Areas the Model could include but not limited to Regulatory Capital Calculation , Internal Capital Calculation ,Stress Testing and Origination Decisioning

3. Conduct detailed analytical work with a high level of accuracy in order to deliver high level results to senior management, and contribute to the management and education of enhanced credit risk approaches

Required Qualifications, Capabilities and Skills:

1. Degree in Accounting, Commerce, Economics, Statistics / Mathematics, or Risk Mandatory

2. Post graduate finance, economics or accounting qualifications requirement

Desired Experience:

1. Experience in a quantitative risk function

2. Background in lending and credit sufficient to make the person credible when discussing credit issues.

Desirable Skills:

1. Prior experience in development of regulatory models under the guidance of IRB/IFRS9/CECL and CCAR

2. Good to have experience in building risk models related to Organization and Behaviour scorecard

3. Prior experience in credit risk strategy like CLI , policy analytics is preferred

4. Hands on Development experience in python/py-spark/ SAS

Benefits:

- Latest Technology: You will get to work on the most advanced technologies like machine learning and artificial intelligence.

- Global Exposure: We work for leading global brands. You will get exposure to global markets while working with international clients.

- Learning & Development: We partner with a host of the biggest learning platforms. You will be encouraged to learn and grow.

- Growth Mindset: We encourage a growth mindset and believe that learning never stops. There is no pressure on you to be a master of everything. With this attitude, we can make significant progress in areas that we know very little about today. Here, you'll work with people with a collective passion to explore the limitless potential of data to solve complex problems.

- Additional Benefits: Health insurance (self & family), virtual wellness platform, fun, and knowledge communities