Analyst/AM/Manager/AVP - Credit Risk Modeler - BFSI

Key Accountabilities

Model Development :

Develop credit risk models across life cycle of various portfolios independently.

Provide business with insights and recommendations in order to improve strategy and process.

Identify and use cutting edge techniques to develop best in class decision tools.

Share and seek out best practice across the modelling areas to develop self.

Develop high-standard SAS code and model documentation.

Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

Deliver high levels of accuracy and internal consistency/validation within own projects.

Ensure accurate implementation of models and support their use, interpretation and monitoring.

Work closely with the model monitoring team to support timely and insightful model performance tracking, enabling the business to make rapid credit decisions against market condition changes.

Opportunity to lead modelling projects end-to-end.

Skills:

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression).

- Knowledge of banking products.

- Proficiency in SAS and SQL, or other suitable statistical programming language

- MS Office Skills (Preferably Word, Excel & PowerPoint)

Qualifications:

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience