Assistant Manager - Credit Risk Model Development - Bank

Discipline: Banking

Subsector: Analytics

Location: Delhi NCR

About our Client: Our client is a leading global bank with significant growth plans for the India region, our client is embarking on the next stage of their development. As part of their growth & expansion plans they are looking for professionals for the credit risk model development function.

Job Description - Reporting into the AVP, you will be responsible to:

- Ensure 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.

- Ensure the compliance of development and validation of models with respect to internal and external regulatory guidelines.

- Model documentation as per internal and regulatory guidelines

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

- Work closely with internal model committees to ensure models meet desired compliance requirements

The Successful Candidate:

- 2-5 years experience in the credit risk modeling domain for a banking/financial institution with good exposure to building credit risk models (LGD, PD, EAD, Basel, etc)

- Advanced degree in a quantitative subject, such as Mathematics, Operations Research, Statistics, Economics or Finance from tier one institution

- Must have in-depth knowledge in applying Segmentation, classification/decision tree, Regression (Logistic, Linear) sequencing/association tools for credit risk model development

- Strong data handling, interpretive, and problem solving skills with the ability to process large volume of transaction level data and efficiently derive actionable results taking into consideration operational aspects and risk impacts

- Strong programming skills in SAS

What's on Offer: This is an excellent opportunity to develop your career within one of the prestigious financial services firms and head their fast growing analytics business.

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