Consultant at Asterion Consulting
Views:1048 Applications:84 Rec. Actions:Recruiter Actions:83
Associate Manager - Analytics/Modelling - Credit Risk - PD/EAD/LGD (2-5 yrs)
- Responsible for the development and maintenance of credit scoring models/assessment tools, provision and capital estimate modelling of PD, EAD and LGD that apply to retail portfolios across the credit life cycle.
- Portfolio management knowledge and project management skills are required to execute team processes and methodologies.
- Expected to work independently or with minimal supervision and provide guidance and support to junior members of the team.
- Hands-on experience of SAS programming and statistical model building is a must.
- Needs to work simultaneously on many projects, gathers, examine, and analyse data; write technical specifications for manipulating data; produce reports, graphs, and summaries; and confer with stakeholder liaison contacts
Financial:
- Develop and/or remediate statistically derived models/Provision/Capital estimates in line with methodology standards for use across the credit life cycle
- Develop analytical solutions that are fit for purpose
Customer:
- Ensure the deliverables are in line with business & senior management expectations both in terms of quality and agreed timelines
- Ensure clear & effective lines of communication with business units, systems and retail risk
Process:
- Assist in project scope to ensure business expectations are understood by all stakeholders
- Responsible for all aspects of data management, including data sourcing, data integrity, appropriate usage of data and documentation
- Bring automation and efficiency in existing reports, codes and processes (R, SAS program codes)
- Assist with the project management and provide value added analysis across the design and development of required analytical solutions
- Implement and enhance version control and risk- framework, tasks and deliverables and documents
- Able to prioritize work. Take help from relevant stakeholders when needed to do the same
People:
- Participate in team level knowledge sharing in technical areas
- Provide guidance and support to junior team members
Risk/ Compliance/ Behaviour:
- Ensure compliance with company policies, processes, and standards
- Anticipate risks & issues and take appropriate action
Skills Knowledge & Experience:
- 2-5 years of experience into analytics & modelling preferably credit risk
- Post Graduate with preferred (not mandatory) qualifications in statistics, operations research or mathematics
- Strong analytical, numerical, research and problem solving skills
- Experience on advanced machine learning techniques (preferred)
- Advanced Statistical software skills (e.g. SAS,R) - Advanced Microsoft Office applications knowledge
- Advanced Microsoft Office applications knowledge
- Significant experience of using core banking systems and data warehouses
- An understanding of credit scoring and portfolio management techniques
- An understanding of provision and capital estimates methodology
- Well-developed written and verbal skills
- Project Management skills
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.