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07/01 Aditya Diwanji
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)

Bangalore Job Code: 782619

- 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.

Women-friendly workplace:

Maternity and Paternity Benefits

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