AVP - Credit Risk Model Development - BFS

Experience: 

- Around 10-15 years of professional experience in financial services & Regulatory risk model development ( PD, EAD, LGD)

- Candidates with entire model development experience preferably with model documentation and review.

- Understanding of regulatory implications and relevance, preferably worked in a bank

- Understanding of commercial banking and related products

Skills : 

- Highly focused on project delivery, attention to detail

- Highly comfortable with solving unstructured business and technical problems

- Excellent written english and verbal communication skills

- Hands-on statistical knowledge with scorecard /econometric model development capability

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible, pragmatic

- Strong documentation and summarizing skills for senior audiences

- Strong programming skills in SAS and experience of working with large volume of data

- Able to progress multiple tasks at the same time

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/timezones where appropriate

Qualifications : 

- Masters / Ph.D in any numeric discipline 

- Statistics / Economics

- Engineering (or B-tech with relevance experience)

- Maths