Manager - Risk Modeling - Investment Bank

Client: A leading Investment Banking Major

Job Title: Manager - Retail Modelling

Job Location: Bangalore

- The Manager Retail Modelling is responsible for the development and maintenance of credit scoring models/assessment tools, strategies and capital estimate modelling of PD, EAD and LGD that apply to retail portfolios across the credit life cycle.

- Responsible for delivery of Decision Model and Capital Estimate projects to support Retail portfolio strategy. Liaising with external stakeholders across Retail portfolios with regard to project delivery.

- Portfolio management knowledge and project management skills are required to execute GRM processes and methodologies.

- Expected to work independently and provide guidance and support to their project team.

In addition to managing analytic projects, Manager Retail Modelling will also have major responsibility for the following:

- Delivers analytic leadership in thinking through key project decisions.

- Ensures the model owner and user's business objectives are incorporated into the analytic plan

- Communicates key analytic findings to model owner/user, and is responsible for addressing the model owner/user's analytic concerns

- Serve as mentor and foster the career development of entry level professional staff members

The incumbent of this role can expect to undertake the following activities that are deemed core to the role:

- Determine project scope to ensure business expectations are understood by all stakeholders

- Conduct project management across the design and development of required analytical solutions

- Ensure clear & effective lines of communication with business units, systems and retail risk

- Manage expectations of business unit and deliver projects to agreed timelines

- Development of statistically derived models in line with company's methodology standards for use across the credit life cycle

- Development of Capital Estimates in line with company's methodology standards

- Development of lending strategies

- Development of analytical solutions that are fit for purpose

- Ensure all GRM documentation standards are adhered to across project