Senior Manager - Credit Risk Analytics - Modeling Centre of Excellence - Banking

Role: Senior Manager (Bangalore/Kolkata)

Job Description - India opportunities

As part of a modeling Centre of Excellence (CoE) for one of our key banking clients, we are looking to hire seasoned risk modelers for independent baseline validation of risk and regulatory models. The models would include (but not be limited to) PD, LGD, EAD, Stress Testing, IFRS 9, ALLL, credit decision scorecards and rating models across consumer and commercial lending portfolios. Full scope validation of the models would include assessment of input data, model methodology and design, output testing including scenario and sensitivity analysis, model benchmarking, challenger model development (if applicable), governance & oversight . -

 We are looking at a candidate with the following attributes:

1. Master's degree or higher in a quantitative discipline (Statistics, Economics, Mathematics)

2. 7-10 years experience in business analytics, with 5+ years experience in Credit Risk Analytics for banks and financial services majors, across consumer and commercial lending

3. 5+ years- hands-on experience in credit risk and regulatory model development/ independent validation.

4. Knowledge of the global regulatory landscape - SR 11-7, Basel III, CCAR/DFAST, IFRS 9 and CECL, ECB guidelines etc.

5. Strong knowledge of Econometric models, tools and techniques used in Risk Management - including, but not limited to - Regression models (Linear, Logistic, GAM, etc.), Segmentation (Cluster Analysis, CHAID/CART/Decision Trees, etc.), Time Series Analysis, Markov Models, Competing Hazard Models

6. Experience in development and/or independent validation of IFRS 9 PD/LGD/EAD model development with hands on experience on SAS

7. Proficiency in software/applications - SAS, SAS Enterprise Miner, R (desirable), Decision Tree software like Knowledge Seeker, Model Builder, etc.

8. Project and client management experience

9. Strong communication skills - written & verbal

10. Self-driven, proactive, - can-do- attitude. Ability to work under ambiguity

11. Experience of leading projects in the independent model validation area

12. Team management experience