American Express - Manager - Credit Risk Modeling

The manager will be responsible for leading a team of 3 people and is expected to work on Credit Risk Modeling. The responsibilities include:

- Development of modeling framework to meet the new credit reserve standards set by the Financial Accounting and Standards Boards (FASB) and the International Accounting Standards Boards (IASB).

- Development and enhancement of loss forecasting models for credit and charge card portfolios.

- Perform quantitative analysis to evaluate multiple alternatives to generate insights and derive recommendations.

- Ongoing performance tracking of loss forecasting models and variance analysis of credit reserve levels.

- Development of business requirements and collaboration with technology partners for model implementation

Qualification

- Previous model development experience of 3-4 years is desirable.

- Strong analytical and data analysis (SAS, SQL) skills.

- Ability to apply advanced statistical and/or other quantitative techniques to solve business problems.

- Good written and oral communication skills.

- Ability to articulate complex theories, concepts, methodology and findings.

- Self motivated and with a sense of urgency.

- Willingness to work in a team environment and to cooperate with multiple partners.

Educational Qualification: MBA or Master's Degree in a quantitative or business discipline from a premier institute