Manager - Risk/Digital & Analytics Practice at Michael Page India
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AM - Credit Risk Model Development - Retail Banking - IIT/ISI (3-7 yrs)
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.
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 Applicant:
- 4+ years experience in the credit risk modeling domain for a banking/financial institution with good exposure to BASEL
- Advanced degree (master's or above) in a quantitative subject, such as Mathematics, Operations Research, Statistics, Economics or Finance from ISI/IIT/IGIDR/MSE/DSE.
- 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
- Strong programming skills in SAS, MS Office (Power Point, Excel, Word)
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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