We have an urgent requirement with BIg 4 (Gurgaon).

Experience : 13 + years ( From banking industry or consulting)

Location : Gurgaon

Team handling role.

- The Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models for the bank.

- The Credit Risk Model Developer plays an important role within the Credit Risk Modelling team to, develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions. Areas the models will be used include:

- Regulatory Capital Calculation

- Internal Capital Calculation

- Stress Testing

Origination Decisioning

- Build, validate, document, implement and rebuild:

- Credit risk models (retail loan origination models, business banking customer rating models, and loan behaviour scorecards)

- Collective Provision and Expected Loss methodologies. This includes all inputs of Probability of Default, Loss Given Default and Exposure at Default (methodology).

- Conduct detailed analytical work with a high level of accuracy in order to deliver high level results to senior management, and contribute to the management and education of enhanced credit risk approaches.

- Develop ongoing improvements to the model reporting.

- Responsible for managing issues through to resolution.

- Define and specify key data requirements to support modelling approaches.

- Document model - technical manual-, modelling choices made, and model methodology considerations..

- Engage with operational risk advisory, quantitative analyst, reporting and regulatory specialist stakeholders.

- Assist in the development of other Credit Risk Modelling team members.

- Working with credit risk Model Development Leaders to:

- Proactively engage with stakeholders to understand business context, add value, propose solutions, project manage pieces of work through to completion.

- Balance prioritisation effectively between across a wide stakeholder group. Ensure time spent matches the importance of the work and manage situations / competing priorities so that the most beneficial program of work is achieved.

- Working with the leaders of the Credit Risk Modelling team to ensure:

- Models are effectively embedded into operational activities

- The program of work for the department is documented and resourcing or delivery issues are well managed.

- Prepare and review analysis papers and ensure that high quality analytical papers are written and delivered to appropriate senior management and committees. Present these papers in an effective manner appropriate to the audience.

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