Manager - Risk/Digital & Analytics Practice at Michael Page India
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Associate Director - Credit Risk Modeling - Big4 (10-12 yrs)
About our Client :
- Our client is a leading Big4 firm and they are looking to expand their risk analytics practice. As part of their expansion plans, they are looking for an Associate Director - Credit Risk Modeling based out of Mumbai.
Job Description :
Reporting into the Partner, you will be responsible for :
- Development, implementation & maintenance of models of Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) and correlations for the cards/loans/current accounts/mortgage portfolio
- Perform statistical regression analysis in designing, estimating and monitoring model performance.
- Submitting and presenting model annual review and implementation proposals to divisional and group wholesale credit model committees for approval.
- Ensuring that the review, validation, re-calibration and implementation of each model is completed in accordance with the detailed work plan.
- Ensuring that all model related work meets regulatory requirements and internal policy standards.
- Managing relationship with business heads and other international stakeholders to support them in statistical and risk modeling
- Research and develop new model and enhancements of existing model suites to improve accuracy, timeliness, forward looking capability and responsiveness to economic environment
The Successful Candidate :
As a successful applicant you should have :
- Bachelors/Masters/Ph.D. in Economics, Statistics, Financial Engineering
- At least 10 years of relevant experience of credit risk model development, ideally in a consulting setup
- Hands on experience in development of application scorecards
- Extensive knowledge of credit risk modelling across retail banking or wholesale banking is a must
- Miner Hands-on experience in all stages of model development (development, validation, tracking, monitoring, implementation) of credit risk models for corporate/commercial/wholesale banking is a must
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