Credit Risk Modeler - BFSI

Job Description :

- Basel Modeling, PD, LGD Model Development or Analytics CV from any Competitor Bank / BFSI Vertical with 'Risk Management or Retail Risk exp.

- Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development.

- Coordinate and identify historical data points for developing models

- Coordinate and compile stress test model results and develop analysis to communicate with wider GROUP , including Group, Regional and site Risk Strategy

- Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees

- Prepare effective material for dissemination to key business stakeholders at all levels of seniority.

- Support ad-hoc requests in support of the business as necessary

- Ensure timelines around project deliverables are met and all the stake holders are informed about the status of the projects

- Work collaborative with STO management team to prioritize projects

- Drive standardization of analysis and processes to gain efficiency.

- Develop effective relationship management with diverse functions and businesses

Skills/Experience Required :

- Bachelor's degree in numerate subject, e.g. mathematics/ statistics/ economics or equivalent experience; Master's degree preferred.

- Basel Modeling, PD, LGD Model Development or Analytics CV from any Competitor Bank / BFSI Vertical with 'Risk Management or Retail Risk exp.

- Excellent communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts; being able to "translate" between the two worlds is the major thing in the day to day work.

- Knowledge of Retail Banking Products ( Mortgage, Credit Cards, loans and advances )

- Knowledge of credit risk or basel/capital model development

- Able to convert business needs into modeling needs. Experience on modeling tools and techniques and aware of recent advancements in the field

- Strong Quantitative background with knowledge of economic and econometric models

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Good organizational, analytical, problem-solving and project management skills.