Consultant/Senior Consultant - Credit Risk Modelling - Risk Management Consulting Firm

Role: Consultant / Senior Consultant - Credit Risk Modelling

Location: Bangalore

Experience: 2-5 years for Consultant / 5-10 years for Senior Consultant

About the Company : The client is a specialized Risk Management Consulting firm providing financial consulting to BFSI segments inclusive of central banks, banks, fintech, investment banks, PE Firms, insurance firms, brokerage, fintech, non-banking finance companies and other financial institutions. It covers the entire Risk Management spectrum from Credit risk, Market risk and Operational risk along with regulatory consulting like Basel II/III, IFRS 9, FRTB, ICAAP, Stress Testing etc.

Job Responsibilities :

1. Managing multiple projects in multiple geographies

2. Handling teams of multiple projects across different areas of analytics, risk management etc.

3. Handling pre sales meetings with clients

4. Keeping track of latest regulatory updates & preparing offering on them

5. Client Handling - Understanding client requirements, problems etc.

6. Preparing presentation and presenting it to Senior Management

7. Liaison with clients for understanding their problems & providing appropriate solution

8. Preparing presentations and other documents as per client requirements

9. Doing independent research to come up with innovative solutions/ideas

10. Provide thought leadership and hands-on experience for ongoing initiatives

11. Train and guide team of consultants

Will be responsible of different project ranging from :

1. Part of "Center of Excellence" of Credit Risk Modeling

2. IFRS 9 Model Development & Validation

3. Development/Validation of PD (Application & Behavioral Scorecard), LGD and EAD Retail Models

4. Developing/Validation Rating Models for Corporate banking portfolios

5. Stress Testing Models

6. Develop/validate models like Collection, Propensity, Maturity, Pricing, etc.

7. Advanced Analytics Solution (Machine Learning, Digital Lending etc.)

8. Development of acquisition fraud scorecard

9. Loss Forecasting

10. Developing/Validating Rating Models for Corporate banking portfolios

11. Developing/Reviewing ICAAP & RAROC Models

Desired Candidate profile :

1. 5 to 10 years of relevant experience.

2. Good understanding of Statistics and Mathematics.

3. Experience of SAS, SQL, VBA, R & Python not to mention good power point and excel skills.

4. Degree in Statistics, Mathematics or Computer Science or any other related subject for that matter.