IMGC - Risk Analytics Role

Role Objective

The incumbent would be responsible for, developing applicational/behavioral scorecards, loss models, managing mortgage guarantee portfolio analytics, build reports/dashboards for leadership, help implement enterprise risk management (ERM) controls in the organization.

Key Responsibilities

- Develop decisioning models such as application score cards using statistical techniques & supervised learning algorithms

- Develop models for mortgage guarantee loss assumptions, pricing, loss forecasting and economic capital etc.

- Responsible for overall portfolio analysis, monitoring and reporting. Track early warning tool risk metrics and concentration limits for portfolio, products, regions, lenders and other key risk drivers.

- Help implement ERM controls in the organization

- Support reporting function in building monitoring reports for business insights

- Conduct detailed portfolio analysis including stacked risk factors, vintage study, pricing versus actual performance, and other ad-hoc analysis required. Identify key areas of portfolio concerns and provide recommendations on action plans.

- Develop economic modeling and stress testing capabilities.

- Provide scenario, sensitivity analysis, what-if analysis and other analysis as required.

- Identify and implement appropriate risk tools, key metrics and triggers.

- Conduct detailed analysis and monitoring of housing markets and regional economies. Track key macro-economic risk drivers.

- Coordinate closely with Business Development Leader and Operations Leader in all segmentation and product expansion strategies to ensure that risk appetite and standards are being complied