SM - Risk Modeling - Basel-II - Bank

Discipline - Banking

Subsector - Analytics

Location - Mumbai

About our Client - Our Client is one of the leading Indian banks with their presence in over 15 countries and committed to their strong expansion plans globally. They have invested heavily in their Analytics setup based in Mumbai. They are looking for someone who can play a critical role in their Modeling and data sciences division with direct exposure to the leadership of the Bank.

Job Description - Reporting to a VP - Modeling, you will be responsible for:

- Ensuring timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes.

- Development of credit models across life cycle of various retail portfolios

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Model documentation as per internal and regulatory guidelines

- Scorecards implementation, validation and performance monitoring

- Introducing cutting edge techniques of modeling /segmentation through proactive thinking

- Engaging with on-shore partners and business heads to scope out analytics projects in line with business expectation

The Successful Candidate - As a successful applicant, you have a Masters in Statistics, Economics, Mathematics, operational research field, MBA, CA, Engineer. You have 3+ years of experience in the Financial Services industry in developing credit risk scorecards for retail portfolios. Hands-on experience of SAS, or other suitable statistical programming language, Hands-on experience in all stages of model development (development, validation, tracking, monitoring, implementation) of credit risk models for different portfolios. You have experience in Basel II compliant model development. You have strong and effective written and oral communication skills.

What's on Offer - An opportunity to be a part of a growing modeling setup for an Indian Bank based in Mumbai.

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