Associate - Risk Modeling - Consulting Firm

Your key responsibilities :

- Lead in large scale client engagements

- Develop and maintain long-term client relationships and networks

- Consistently deliver quality client services

- Behavioral scorecards, Rating models, Application Scorecards, Cash flow simulation models

- PD, LGD &EAD models

- Application of analytics in customer analytics, collections, recoveries, retention etc.

- Portfolio loss rate forecasting etc.

- Stress testing, Economic capital modeling, models development

- IFRS9 Model Validation, review, audit

- Development, implementation or review of regulatory frameworks/systems/tools

- Support on early warning signal systems & credit monitoring

- Development & Review of ICAAP documents/framework

- Development of credit and credit risk policies/procedure documents

- Support on development, design of digital banking elements for Financial Institution/Banks

Skills and attributes for success:

- Strong experience of statistical modeling in any of the below

- SAS Base/EG/E-miner

- R/S-Plus

- Matlab

- SPSS

- Python