AVP - Model Development - Investment Bank

Job Title : AVP - Model Development

Location : Noida

To deliver development of credit risk models (regulatory / credit decision/stress testing models

What will you be doing?

- Develop credit risk models across life cycle of various portfolio. This includes regulatory models (capital/impairment), credit decisioning and stress testing models

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Share and seek out best practice across the modelling peer group to develop self.

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS /Python code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring

What we're looking for :

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or engineering.

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc).

- Knowledge of Retail products

- Proficiency in SAS / SQL, or other suitable statistical programming language like Python

- MS Office Skills (Preferably Word, Excel & PowerPoint)

Skills that will help you in the role :

- Strong understanding of banking products.

- Expertise in modelling techniques and their value in business

- Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.

- Ability to act as - Team Expert- in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

- An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39.

- Knowledge of Model Execution Framework (MEF)