The opportunity :

Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility and the opportunity to realize your leadership potential.

Your key responsibilities :

Client Related :

- Lead in large scale client engagements

- Consistently deliver quality client services

- Drive high-quality work products within expected timeframes and on budget

- Monitor progress, manage risk and ensure key stakeholders are kept informed about progress and expected outcomes

- Stay abreast of current business and industry trends relevant to the client's business

- Identify new business opportunities

- Understand the firm and its service lines and actively assess/present ways to serve clients

- Develop and maintain long-term client relationships and networks

- Develop relationships with team members across all the firms- practices to serve client needs

- Advise clients on a number of credit risk and capital related topics. These areas include :

a. Application Scorecards, Behavioral scorecards, rating models, cash flow simulation models

b. PD, LGD &EAD models

c. Application of analytics in loan life cycle in customer analytics, collections, recoveries, retention etc.

d. Portfolio loss rate forecasting etc.

d. Economic capital modeling, stress testing models development

e. IFRS9 Model Validation and review support on audit assignments

f. Development, implementation or review of IFRS 9 frameworks/systems/tools

g. Support on credit monitoring and early warning signal systems

h. Review & Development of ICAAP documents/framework

i. Development of credit and credit risk policies/procedure documents

j. Support on design and development of digital banking elements for Banks/Financial Institution

Skills and attributes for success :

- Strong experience of statistical modeling in atleast one of the following tools/languages is preferable

a. SAS Base/EG/E-miner

b. R/S-Plus

c. Matlab

d. SPSS

e. Python

- Strong Excel/VBA skills is a must.

- Ability to explain complex frameworks/statistical models to senior management.

- In addition to core competencies in credit risk measurement and management, a thorough understanding of some or all of the following would be an asset :

a. Credit lifecycle within a commercial bank

b. Credit risk management infrastructures

c. Economic capital and RAPM

d. Integration of economic capital into performance measurement frameworks (e.g. Risk Adjusted Return on Capital (RAROC), Shareholder Value Added (SVA)

e. Credit Monitoring/Early Warning/Signal System

f. Credit Risk Stress Testing

g. Credit Risk Reporting/Analytics

h. Enterprise Risk Management

- Experience of development/validation of models using machine learning techniques

- Experience of working on digital banking initiatives at Banks

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