Credit Risk Modeling - SAS - BFSI

Model dev (Basel PD, LGD, EAD) - SAS - BFSI

Position in Modelling role in Noida/Gurgaon.

Responsibilities :

Main Duties and Responsibilities :

- Development of credit risk models for various Banking portfolios

- Model documentation as per regulatory / governance requirements

- Scorecards implementation, validation and performance monitoring

- Development of credit models across life cycle of various retail portfolios

- Model implementation & impact assessment

- Ensure timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes

- Ensure the compliance of development and validation of models with respect to internal and external regulatory guidelines.

- Model documentation as per internal and regulatory guidelines

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Work closely with internal model committees to ensure models meet desired compliance requirements

- Introduce cutting edge techniques of modelling /segmentation through proactive thinking

- Engage with on-shore partners and business heads to scope out analytics projects in line with business expectation

Risk and Control Objective :

- To Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Operational Risk Framework and internal Policies and Standards.

Requirements :

- Ability to communicate analytical concepts clearly and concisely

- Awareness of the financial services industry

- Awareness of the economy, and market and customer trends affecting the business

- Strong understanding of lending products from marketing and policy perspective

- Experience in developing credit risk scorecards for retail portfolios

- Knowledge of retail financial services products

- Aptitude for using statistical programming languages

- Strong analytical background, data driven, results orientated

Shilpi
09899180581