Manager/AVP/VP - Credit Risk Analytics/Modeling - Financial Services

An excellent Opportunity with MNC's Financial Services for Credit Risk Modelling Profile of Manager/AVP/VP.

The Financial Services are looking for a highly motivated and dedicated individual for leading a high calibre team of credit risk analysts, seniors and juniors. We are looking for individuals with a strong quantitative aptitude, complex business problem solving skills, and strong ability to lead. It is essential to have an eye for detail and ability to quickly learn as needed.

This is a fast-growing team offering a highly-challenging, innovative and dynamic work environment.

Responsibilities:

- Work with credit risk analysts in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses such as scenario analysis

- Understand and improve the existing processes to gain efficiency

- Understand the applicable regulations and incorporate them in the projects

- Use tools such as SAS, R, SQL, and Matlab to manipulate data, and develop and validate quantitative models using small or large data sources

- Deliver end solution maintaining quick turnaround times and high quality standards

- Lead brain storming sessions and propose hypothesis, approaches and techniques

- Travel onsite to client locations and other Clients delivery centres as and when needed

- Mentor and train team members that could comprise AVPs, Sr. Associates and Associates

- Communicate with clients to understand their needs

- Build strong relationship with clients, internal and external, and highly engaged team

- Hire suitable team members keeping tactical and strategic needs in mind

- Help in business development and completing RFPs

Required Background

- 5+ to 10 years of analytics experience

- Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.

- Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams

- Strong credit risk analytics and model development skills

- Strong problem solving and technical skills

- Strong knowledge of Basel regulations and IFRS 9

- Strong verbal and written communication skills

- Solid experience of leading teams and managing client relationships

Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, R, Matlab

- Certifications such as CQF, FRM and CFA are a plus

- Strong statistical knowledge is a big plus

Kindly apply or contact on 022 66848563