Model Monitoring/Model Development

- Knowledge and hands on experience with programming in python/R/SAS

- Prior Experience /Proficiency in the Statistical modeling concepts and advanced modeling techniques like- Regression/ Decision trees etc.

- Strong understanding of banking products such as mortgages, credit cards, loans and advances

- Helping the bank with various aspects of model risk management (first line or second line) and regulations

- Perform all required tests (e.g. - model performance, sensitivity, back-testing, etc.)

- Interact with model governance team on model build and model monitoring, ad-hoc investigations, cohort analysis etc.

- Work closely with cross functional teams including business stakeholders, model validation and governance teams

- Deliver high quality client services, including model documentations, within expected timeframes

- Hands on experience working on capital metrics like PD, EAD, LGD, RWA actuals calculations/interpretation, capital computations

- Awareness of APS 112, 113 and other relevant APRA regulations

- Experience working with leading global banks on the regulatory model development either for Secured or Unsecured portfolios and understanding of banking products such as mortgages, credit cards, loans and advances

- Experience in any Regulatory modeling frameworks- Basel 3/CCAR/CECL/IFRS 9

- Self-driven, able to work independently, strong problem solving skills along with excellent communication

Candidate Profile :

- Master/Bachelor's degree in economics, mathematics, computer science/engineering, operations research or related analytics areas; candidates with BA/BS degrees in the same fields from the top tier academic institutions are also welcome to apply

- Minimum 4+ years of experience in executing end to end monitoring/validation/development of credit rating/Basel 3/IFRS 9 or PD/LGD/EAD models

- Strong understanding of credit risk and MRM regulatory regime

- Experience in performing quantitative analysis, performance and validation metrics generation for portfolios

- Ability to communicate technical information verbally and in writing to both technical and business audiences

- Strong expertise in SAS, Python/R, Excel and SQL

What we offer :

EXL Analytics offers an exciting, fast paced and innovative environment, which brings together a group of sharp and entrepreneurial professionals who are eager to influence business decisions. From your very first day, you get an opportunity to work closely with highly experienced, world class analytics consultants.

Potential to permanently move to on- shore location if you are successful in your role and receive tremendous positive client feedback.

You can expect to learn many aspects of businesses that our clients engage in. You will also learn effective teamwork and time-management skills - key aspects for personal and professional growth.

Analytics requires different skill sets at different levels within the organization. At EXL Analytics, we invest heavily in training you in all aspects of analytics as well as in leading analytical tools and techniques.

We provide guidance/ coaching to every employee through our mentoring program wherein every junior level employee is assigned a senior level professional as advisors.

Sky is the limit for our team members. The unique experiences gathered at EXL Analytics sets the stage for further growth and development in our company and beyond.

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