Vice President - Risk Analytics & Modeling - Wholesale Banking - NBFC

Industry - Banking

Skills - risk analytics, modeling, modelling, machine learning, portfolio analytics, wholesale banking, nbfc

Job Type - Permanent

Job Description : Opportunity to lead the Risk Modeling function of a leading Indian NBFC

Client Details :

Our client is a top rated NBFC providing the crucial link between debt capital markets and high quality originators who reach the emerging consumer and business owners. They seek to deliver superior risk-adjusted returns to a growing client base of Indian and international investors keen to tap into a growing market opportunity. They enable lenders in remote areas of India to increase the volume and lower the cost of borrowing for low-income and financially excluded families and businesses. Till date, they have completed a sizeable number of capital market transactions and raised over USD 3 billion in financing for its clients with a zero delinquency track record.

Description :

Reporting into the Chief Risk Officer, you would be responsible for heading the Risk Modeling team to deliver data-driven business-decision oriented risk analytics. The team uses borrower and loan performance data from retail and wholesale portfolio (plain vanilla and structured finance) across microfinance, small business loan, housing finance, vehicle finance and agriculture-allied finance as well as corporate finance sector.

Some of your key responsibilities shall be:

- Lead the Risk Analytics and Modeling team to adopt cutting age data analytics tools and technology to build more efficient models along with delivering relevant business-decision oriented risk analytics and reporting

- Build the capability of the team in portfolio analytics to analyse the granular loan level performance data to get insights into the borrower credit behavior and share key findings

- Manage portfolio analytics and other analytics advisory engagements and ensure timely execution and high quality deliverables for partner NBFCs, Financial Institutions, regulators and other entities

- Manage the risk, performance and exposure measurement of the existing portfolio - consisting of plain vanilla term loans, structured finance transactions, guarantees, risk participations and other funded and unfunded credit exposures as well as a nascent retail portfolio

- Develop statistical and machine learning models to identify credit drivers and formulate business strategy such as pool selection criteria, quantifying the required credit enhancement and origination strategy



Profile :

- PHD or Master's degree in a quantitative field such as statistics, econometrics, economics, mathematical finance, finance, or applied science such as physics

- 9+ years of work experience within risk analytics with solid understanding of the Financial Services industry and Products, ideally in the wholesale banking domain

- Solid understating of Structured Finance products like securitization, CBOs, guarantees, etc along with hands-on experience of risk model development, scorecard development, portfolio risk modelling, etc

- Experience of developing and leading a team to develop statistical models/algorithms in R/Stata/Matlab/Python is extremely critical

Job Offer

Excellent Opportunity to lead the Risk Analytics function of a leading NBFC, within the Wholesale Banking domain. The organization is known to encourage work life balance and along with providing long-term careers to its employees.

To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Karan Madhok on +91 124 452 5453.

Contact : Karan Madhok

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