Consultant at Asterion
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Associate Manager - Credit Risk Model Development (3-7 yrs)
These roles are with a Leading MNC Bank, based out of Bangalore:-
- 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
- 3-7 years of experience into analytics & modelling preferably credit risk
- Post Graduate/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
- 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