Assistant Manager - Credit Risk Modelling Development

Credit Risk Modelling Development

Job Location : Bangalore

Experience : 8-11 Years

Position : AM

Job Description :

- Lead the delivery & operations of a team of a 20 member strong analytics team (including team leads) to design & deliver analytics projects in the area of credit risk analytics

- Drive proactive thought leadership to suggest and drive key risk modelling/strategic analytics projects which drive process improvements & business impact for the customer

- Lead the design of portfolio segmentation and risk models using objective & non-objective (business) criteria

- Responsible for account mining, hiring, identifying training needs, career planning/progression for the team

- Lead development of statistical and financial models to predict portfolio loss & profit

- Analysis of existing credit policies & programs to identify areas of opportunity

- Identify optimal treatment for diverse consumer segments to minimize risk & deliver incremental profit

- Understand upstream and downstream client's business processes

Required Qualifications & Skills :

- Masters in Quantitative Techniques (Mathematics/ Statistics/ Econometrics)

- 8+ years experience in quantitative risk analytics, with 5+ years in credit risk and a desire to lead & participate in consultative engagements

- Experience in leading teams in consumer finance (auto lending, cards, personal loans) risk analytics

- Facilitation skills/ Excellent communication and presentation skills ability to interact with all levels of management, strong presentation skills with clear and concise communication

- Proven track record of working on projects where candidate demonstrated strong analytical, problem solving and critical thinking skills

- Strong understanding of Credit Risk as a function

- Rich experience of managing customers, projects and resources

- Strong knowledge of Econometric models, tools and techniques used in Risk Management including, but not limited to Regression models (Linear, Logistic, GAM, etc.), Segmentation (Cluster Analysis, CHAID/CART/Decision Trees, etc.), Time Series Analysis, Markov Models, Component Hazard Models

- Strong process orientation and end-to-end understanding of the customer credit lifecycle (eg - Acquisition, Collections, Customer Relationship Management)

- Ability to design analytical solutions for complex business problems

- Experience in handling large data sets

- Good working knowledge of Databases systems, SQL, SAS, Excel and VBA

Desired Experience :

- Exposure to Auto Finance Industry & Auto Loan Analytics

- Experience in providing onsite analytical support to US, European and APAC businesses