AVP - Model Risk Management - BFSI

- Opportunity with one of the banking major for Bangalore location for AVP role.

- Opportunity is for only women candidates.

- Experience in Credit Risk Model Validation, model monitoring, model development.

- Experience in SAS is must with BFSI domain.

- Experience from 7 years to 10 years.

Responsibilities:

- Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.

- Conducts statistical analysis for risk related projects and data modeling/validation.

- Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language.

- Prepares statistical and non-statistical data exploration, validate data, identify data quality issues.

- Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues.

- Analyzes and interprets data reports, make recommendations addressing business needs.

- Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.

- Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.

- Validates assumptions; escalate identified risks and sensitive areas in methodology and process.

- Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.

- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

- 7-10 years- experience

- Proficient in Microsoft Office with an emphasis on MS Excel

- Consistently demonstrates clear and concise written and verbal communication skills

- Self-motivated and detail oriented

- Demonstrated project management and organizational skills and capability to handle multiple projects at one time