Consultant - Credit Risk Analytics - US Consumer Credit Portfolio - Bank

We have a role for Credit Risk Analytics with one of the global bank in Bengaluru.

Time: UK Shift

Roles & Responsibilities:

- Executing forecast runs using the stress model and assessing inputs.

- Analyzing data and forecast results in a business and financial context

- Explaining the variations in loss forecast model outputs based on portfolio trends, planned business actions, and model components/assumptions

- Reviewing back-test results to assess the model performance

- Addressing gaps in the model output through model deficiency/management judgment

- Leveraging analytical approach to benchmark the stress model output

- Conducting independent user acceptance testing

- Performing sensitivity analysis on inputs and independently forecasting numbers

- Supporting all results through appropriate documentation

- Developing enhanced reporting through use of automation, if required, such as excel macros or SAS programming

- Managing ad hoc analysis

Key Skills:

- Bachelor's degree in a quantitative discipline; Math, Finance, Statistics, Economics or equivalent work/training is required; advanced degree is preferred

- Relevant years of related analytical experience

- Deep credit risk experience in one or more US consumer credit portfolios (i.e. U.S. Mortgage, Home Equity, Credit Card, Automotive, Lease, Business Banking)

- Knowledge of the Forecasting process, macroeconomics, and finance preferred

- Strong technical and statistical skills

- Relevant years of SAS (including SAS Macros) & SQL programming experience (PC, UNIX or mainframe). Knowledge of Tableau preferred

- Highly proficient in Microsoft Office suite of products (Excel and PowerPoint, experience with Essbase a plus)

Ankita Sawant
Black Turtle