Credit Risk Analytics Role - BFS

Role Responsibilities :

- Lead a team of high caliber credit risk modelers in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses

- Lead project streams, take ownership for deliverables associated with client engagements and provide direction to Associates in developing models, documentation, and presentations

- Create confidence with clients and demonstrate subject matter expertise and a commitment to excellence to all current and prospective clients

- Work closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals

- Demonstrate thought leadership and show initiative and creativity in designing solutions for unique client challenges

- Understand the applicable regulations and incorporate them in the projects

- Mentor and train junior team members

- Hire suitable team members keeping tactical and strategic needs in mind

- Travel onsite to client locations and other MA offices as and when needed

Qualifications:

- 6-8 years of relevant experience

- Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes

- Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams

- Strong credit risk analytics and model development skills with ability to coach/guide less experienced analysts

- Experience with bank regulations and accounting standards, such as CCAR/DFAST, IFRS 9 / CECL, Basel II & III, model risk management

- Strong organizational skills, attention to detail and the ability to manage multiple projects with tight deadlines

- Strong communication (verbal/written and presentation) skills and experience Solid experience of leading teams and managing client relationships

Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, Python, R, Matlab

- Certifications such as FRM, CFA and CQF are a plus