IFMR - Associate/Senior Associate - Risk Analytics & Modelling

Job Summary:

IFMR Capital's mission is to provide efficient and reliable access to debt capital for institutions that impact financially excluded households and businesses. IFMR Capital's portfolio currently spans microfinance, small business loan finance, affordable housing finance, commercial vehicle finance and agri-business finance companies. IFMR Capital connects these institutions with capital markets and investors such as banks, NBFCs, FIIs and mutual funds via products such as securitization, non-convertible debenture, guarantee, commercial paper, syndication, on balance sheet lending and other structured finance products. IFMR Capital now has exposure in about 25 states and more than 400 districts in India.

The Risk Analytics & Modelling team assists in implementing and validating the structured products/ models/ risk management framework.

The role includes :

- Develop and implement new (/maintain and use existing) risk and performance assessment to measure risk and performance in the portfolio

- Develop and implement new (/maintain and use existing) statistical learning models to identify performance and risk drivers in the portfolio

- Manage large loan level and borrower level data used for risk and learning models

- Measure the risk and performance indicators for debt and structured finance products using existing and new models

- Perform qualitative and quantitative analysis of various performance metrics for structured transactions

- Document the analysis methodology and findings in report and present the analysis to the internal and external stakeholders/platforms

- Contribute towards other risk management work done by the risk management function

- Travel not more than 20% of the time to meet partners and understand the lending and collection operations

Skills and Qualifications :

- Proficiency in programming : R/Python/VBA

- Knowledge and experience in statistical learning algorithms (regression, decision trees) and statistical programming tools (R/Matlab/Octave/Weka)

- Strong background in statistics and probability

- Excellent writing, oral communication and presentation skills

- PGDM/Masters degree in Maths/Statistics/Econometrics/Economics/Finance/Engineering /other quantitative disciplines

- Actuaries/FRM/CFA/CQF/PRM certification would be a plus

- Knowledge and experience in structured finance products (securitization structures) would be a plus

Job Location : Chennai