Aptivaa - Credit Risk Consultant

Job Introduction :

At Aptivaa, we are work with Banks to help them achieve robust Risk management capabilities in the areas of Credit Risk.

The Risk Consultant must interact with clients, understand their requirements, design and implement the Risk management frameworks in accordance with prevalent norms and regulations

Candidate Profile :

Qualifications : MBA in financial field from a reputed university

Skills :

- Specific exposure in Credit risk. Quantitative risk management experience is essential.

- Experience in IFRS9, PD, LGD, EAD estimates, PIT calibration, Lifetime PD estimation, Stage Assessment and ECL computation

- Score card Development experience

- Risk Rating Development experience

- Experience in Credit Risk modeling- PD, EAD, LGD models

- IFRS-9 and Basel II/III regulations

- Candidates must demonstrate both a strong business sense and deep understanding of the quantitative foundations of risk management.

- Candidates must also possess analytical problem solving skills, flexibility, time management, pressure handling, communication skills.

- Sound knowledge on topics like Multivariate Statistics, Econometrics Analysis, Decision Tress(like CART, CHAID, etc), Optimization, Machine Learning (artificial intelligence), stochastic processes etc. is preferred

Experience :

- 5-12 years of experience in relevant profiles (Financial Consulting, Banking industry in relevant roles)

JOB PROFILE :

Job Description : The job would involve the following (but not restricted to) :

- Build client relationships and manage engagements end-to-end

- Lead project teams in client engagements (such as the development of a rating model) which would include the below:

a) Define data requirements for creating a model;

b) Clean, aggregate, analyze and interpret data and statistical modeling output;

c) Coach junior members of the team working alongside on the model development exercise.

- Solve analytically complex client problems in the Risk domain

- Support development and maintenance of proprietary Risk management tools and other knowledge development projects.

- Role will involve regular overseas travel (approx. 5-15 days a month)