AVP - Credit Risk Modeling - Consulting Firm - IIM/MDI/XLRI/FMS/IIT/ISI

Discipline - Banking

Subsector - Analytics

Location - Delhi NCR

About our Client - Our client is a leading International Consulting firm with a diversified strength across the Banking and Financial services, Utilities, Healthcare, Transportation and Travel industries. They have several offices across the US, Europe and Asia and employ more than 10,000 people.

Job Description : Based out of Noida, and reporting in to the VP-Financial Services Analytics, you will be responsible for:

- Development and maintenance of credit scoring models/assessment tools

- Work on end to end Credit Card Risk Modeling including Acquisition, Behavior, and Collection Scorecards

- Work on strategies and capital estimate modeling of PD, EAD and LGD that apply to retail portfolios across the credit life cycle

- Delivery of Decision Model and Capital Estimate projects to support Retail portfolio strategy

- Client engagement and solutioning-Typically Large Banks and Financial Service Firms

- Complete ownership of Model Development, delivery, and documentation

The Successful Candidate: As the successful applicant, you will:

- Have 6-10 Years of Demonstrated Experience in Credit Risk Analytics

- Be a Skilled Credit Risk Modeler in Regulatory aspects like Basel II & III

- Be well versed with Credit Card Risk and Modeling on Credit Cards-Application Scorecards, Behavior Scorecards, and Collection Scorecards

- Have a Masters Degree in a Quantitative Discipline from a top Tier Institute like the IITs, ISI, DSE or an MBA from IIMs/MDI/XLRI/FMS

- Have Expert knowledge of Credit Scoring Techniques and Core Banking Systems

- Possess advanced Statistical Skills and be hands on with SAS, SQL etcetera

- Possess Consulting acumen and be willing to travel to international locations on short notice

What's on Offer : This is a senior role with a large diversified Analytics Consulting firm. The firm is in a very fast growth phase and is well regarded for its inclusive policies and employee benefits.

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