Credit Risk Modelling Role - Consulting Firm

Roles and Responsibilities :

- 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.

Other Areas:

- Manage a team of 8 to 10 members and co-ordinate model development efforts with the client

- Project Management & Team management

- Lead internal work streams

- Develop value proposition for client

- Ensure timeliness and accuracy of deliverables measured in terms of process SLAs defined by customer

- Identify actionable opportunities for generating customer delight through by enhancing efficiency and effectiveness within business constraints

- Ensure 100% adherence to compliance requirements for the process

- Use analytics to provide business recommendations to senior management and advise other business partners

- Bring about Process improvements

- To work with teams and client at different locations.