Credit Risk Analyst - BFSI

Responsibilities:

- Perform various complex activities related to predictive modeling. Provide analytical support for evaluating, implementing, monitoring and executing credit and PPNR models across consumer and commercial business verticals

- Implement, execute and monitor credit ACL, CECL, IFRS9, Basel and CCAR models for Home Lending, Auto, Unsecured (Cards, Loans, Small Business Loans, Other) portfolios and commercial portfolios

- Support implementation and monitoring of Balance Sheet Modeling with focus on balance forecasting, loan spread modeling and deposit modeling

- Support implementation and monitoring of Fee Income and Expense Modeling with focus on non-interest income and expense related models

- Develop dynamic dashboards; analyze key risk parameters to help understand changes in business and model performance

- Identify opportunities and deliver process improvements, standardization, rationalization, and automation. Enhance and standardize performance analysis, reporting packages and business loss forecast processes

- Maintain documentation for implementation and monitoring processes across the team with a focus on standardization of controls

Essential Qualifications:

- Overall experience around 5-9 years in similar role

- Bachelor's/Master's degree or higher in a quantitative fields such as applied mathematics, statistics, engineering, finance, economics, econometrics or computer sciences

- 5+ years of experience in credit risk analytics

- 5+ years of advanced programming expertise in SAS Python