AVP - Credit Risk Model Execution - Investment Bank

Opportunity for AVP Credit Risk Model Execution in a leading Investment Bank.

Location - Mumbai

NOTE - URGENT

Essential skills, experience, and qualifications:

1. Bachelor's degree in a quantitative discipline; Math, Finance, Statistics, Economics or equivalent work/training is required; advanced degree is preferred

2. Deep credit risk experience in one or more US consumer credit portfolios (i.e. U.S. Mortgage, Home Equity, Credit Card, Automotive, Lease, Business Banking)

3. 5+ years of SAS Programming and SQL experience. Knowledge of Tableau preferred.

4. 6 to 8 yrs of work exp in Data Management, Data Quality, and execution in Banking Domain

Role:

- Ability to analyze data and forecast results in a business and financial context

- Explain the variations in loss forecast model outputs based on portfolio trends, planned business actions and model components/assumptions

- Understand how inputs and outputs are generated and the ability to modify inputs and output for what if scenario or regression testing of the models.

- Analysing the impact of evolving standards such as Basel capital and CECL on forecast needs and business decisions.

If you find job opportunity is suitable for you then please revert with your updated resume along with below-mentioned details:

Current CTC -
Expected CTC -
Notice period -
Direct reportees or IC role -
Reporting to (Only Designation) -

Priya
Senior Recruiter
Mobile No.: +91-7410044843