AVP/VP - Credit Risk Model Development - Group Retail Modelling Team - Bank (8-13 yrs)
Industry - Banking / Financial Services / Broking
Category - Consulting
Skills - Model development, PD, EAD, LGD, Credit
Job Type - Permanent
Job Description - As part of Group Retail Modelling team, you will be responsible for providing business excellence through robust model build, assessment and control methodologies across all retail portfolios and credit life cycle
Client is an Australia based Global bank
Shift Schedule: 8:00 AM -5:00 PM
- As part of Group Retail Modelling team, you will be responsible for providing business excellence through robust model build, assessment and control methodologies across all retail portfolios and credit life cycle.
- Responsible for the development and maintenance of credit scoring models/assessment tools, provision and capital estimate modelling of PD, EAD and LGD that apply to retail portfolios across the credit life cycle.
- Needs to work simultaneously on many projects, gathers, examine, and analyse data; write technical specifications for manipulating data; produce reports, graphs, and summaries; and confer with stakeholder liaison contacts.
- Portfolio management knowledge and project management skills are required to execute team processes and methodologies.
- Deliver analytic leadership in thinking through key project decisions.
- Lead the project and manage, guide and support the team.
To grow and be successful in this role, you will ideally bring the following:
- 9-12 years of experience into analytics & modelling preferably credit risk
- Post Graduate/Graduate in statistics, operations research, mathematics or related field
- Strong analytical, numerical, research and problem solving skills
- Well-developed Project Management and People management skills
- Must have hands-on experience of SAS programming and statistical model
- Experience on advanced machine learning techniques (preferred)
- Deep understanding of credit scoring and portfolio management techniques, provision and capital estimates methodology.
- Good understanding of Retail Banking Products
- Work-life balance and great work culture
- Good pay and growth opportunities
To apply online please click the 'Apply' button below.
For a confidential discussion about this role please contact Chanakya Khandelwal on +91 124 452 5451.
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