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Assistant Vice President - Analytics/Credit Risk - SAS/Regulatory Modelling - Banking (2-10 yrs)
AVP - Analytics/Credit Risk - SAS + Regulatory Modelling - Banking Domain
Technical skillset :
Skilled in :
- SAS
- SQL
- R or Python
- Advanced skill in MS-Excel
- Predictive Modelling
- Logistic /Linear Regression
- Decision tress
Banking Domain Requirements :
- Strong understanding of banking projects such as mortgages, credit cards, loans and advances.
- High level of proficiency in development of predictive risk model and statistical techniques such as logistics regression, clustering, segmentation,etc.
- Hands on experience working on PD, EAD ,LGD models, RWA calculations , capital computations
- Experience working with leading global banks on the regulatory model development either for secured on unsecured portfolios
- Self driven, able to work independently ,strong problem solving skills along with excellent communications.
Role Competencies :
- Experience in development of credit risk models for BASEL reporting PD, LGD, EAD and/stress testing or should be well versed with understanding of theses concepts
- Skilled in Validation and monitoring of internal and external risk models by computing standards metrics.
- Skilled in developing and analysing product specific solution when banking domain vary across understanding /monitoring loan portfolios ,developing collection scorecards , loss forecasting amongst others
- Ability to work with the key stakeholders across businesses, client portfolio team to derive insights and calibrate model performance.
- Ability to present finding of the analysis to stakeholders and hold presentation for the larger audience.
- Ability to drive discussion with the stakeholders and present the findings/summary of the project activities.
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