Credit Risk/Model Validation/Monitoring/Implementation Role - BFSI

About the Role:

Primary role the credit risk analytics senior associate in the Model Implementation and Production (MIP) team is to apply business knowledge and advanced programming skills and analytics to serve as a subject matter expert, analyst, advisor and consultant to the CaPM Modeling COE supporting model lifecycle; model performance monitoring, performance testing, data analysis, model implementation, model production, delivery of model results, change management, documentation and governance.

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 automations. Enhance and standardize performance analysis, reporting packages and business loss forecast processes

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

Essential Qualifications:

- Over all experience around 3-9 years in similar role

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

- 4+ years of experience in credit risk analytics

- 3+ years of advanced programming expertise in SAS

- Good Knowledge in Python

- Strong technical skills and problem solving skills

- Strong project management skills with ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment

- Excellent verbal, written, and interpersonal communication skills

- Strong ability to develop partnerships and collaborate with other business and functional areas

- Knowledge and understanding of issues or change management processes

- Experience determining root cause analysis

- Flexibility with changing priorities

Desired Qualifications:

- Ability to prioritize work, meet deadlines, achieve goals and work under pressure in a dynamic and complex environment

- Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities

- Understanding of bank regulatory data sets and other industry data sources

- Ability to research and report on a variety of issues using problem solving skills

- Ability to make timely and independent judgment decisions while working in a fast-paced and results-driven environment