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05/12 Shelly
Partner at Wizecareers

Views:558 Applications:117 Rec. Actions:Recruiter Actions:99

Credit Risk Model Development Role - Retail Lending Portfolio (10-15 yrs)

Bangalore/Anywhere in India/Multiple Locations Job Code: 1189348

- Work closely with business partner for ensuring timely and quality delivery of Credit Risk Model development needs. This will include (but not limited to) developing Origination, Behavior, Collections, PD, EAD & LGD models for Retail lending portfolios.

- Support customer in data preparation, cleansing, providing summary results and output to enable model development efforts.

- Support documentation of various stages of model development lifecycle e.g. data preparation, univariate, bivariate, forming equation, validation etc.

- Support open ended and qualitative analysis to generate insight for the Senior Management.

- Support ongoing & future analytical needs for client which may include generating MIS, providing adhoc data feeds and complex modeling projects etc.

- Provide actionable analytical solutions by participating in model review & other discussions with customer

- Constantly work on updating oneself on customer's business, function and technical skills to be able to support multiple needs of the business

- 10+years of prior experience in the area of credit risk model development or validation (ICCAR/CECL) , either Retail or Commercial space

- Mandatory - hands-on experience in creating/ running reports using SAS.

- Mandatory - excellent knowledge of SAS & SQL.

- Mandatory - Regulatory Domain knowledge

- Preferred experience in a broad range of consumer information databases

- Proficiency in SAS on Unix or Mainframe platform

- Desirable - experience with Tableau reporting.

- Good knowledge of Excel is mandatory.

- Python knowledge/experience are good to have

Women-friendly workplace:

Maternity and Paternity Benefits

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