Credit Risk Modeling/Strategy Role - BFSI

- Conceptualize, design and implement best in class loss provisioning methodology based on IFRS 9 framework

- Completely understand different dimensions of loss provisioning model, it's impact on the financial statements and has the ability to explain them to very senior stakeholders including that of provisioning leads in other countries

- Action oriented and on time reporting & analysis to explain significant changes and proactively look to stay tuned to portfolio specific nuances

- Stay on top of changing regulatory needs, reporting standards and understand their impact on the day today work

- Developing a suite of IFRS 9 loss provisioning models for a range of portfolios

- Ensure appropriate governance is followed and loss provisioning model developments within the remit fully comply with external regulation and internal governance

- Support the region and engage in global discussion in best practice

- Actively help managing the team's workload ensuring that prioritization of activities is established with stakeholders

- Coaching and technical support for other members within the team on a need basis

- In addition the role is expected to thoroughly understand Basel, Stress Testing and Sherwood concepts as the loss provisioning model will leverage inputs from these critical areas to model the output

Qualifications :

What you will need to succeed in the role:

- A qualified Chartered Accountant or Masters or Ph.D in economics, statistics, engineering or equivalent

- Minimum overall experience of 5 years in Analytics.

- Prior Risk management experience, experience in Retail portfolios such as Mortgage, Cards, and Loans will be a plus.

- Prior experience of forecasting, and Understanding of IFRS 9 and other account standards of loss provisioning will be an added advantage

- Excellent Quantitative aptitude

- Ability to build strong relationships both internally and externally

- Strong track record of delivering on high value / critical projects

- Ability to deliver under pressure and defend P&L numbers with senior management