Roles & Responsibilities:
- This position is for a Manager with an advanced degree in a quantitative discipline
- Requires extensive experience in areas of statistics, applied mathematics, SAS programming language applied in the area of IRB, IFRS9 Model Development and Risk scorecards for retail banking / small business lending businesses.
- The individual will use these skills in the development of IRB / IFRS9 Models, Credit Risk Scorecard and other risk analytics in retail banking / small business lending portfolios with the support of a dedicated team of Team Leads and Analysts / Senior Analysts.
- Responsibilities include understanding requirements and working with the individual's team in developing statistically derived predictive models, performing decision tree based customer segmentation & profiling analyses, assisting business implementation of sophisticated risk models and providing analytic support to Businesses across the globe.
- The individual is expected to deliver as a team timely while ensuring compliance to prevailing / applicable standards / legislation / policies. The individual will also be expected to represent the team for review / approval committees.
Qualifications:
- Bachelors / Advanced (Masters or higher) Degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering or other quantitative discipline
- Excellent understanding of retail banking / small business / consumer finance products and business lifecycles (e.g. sales, underwriting, portfolio management, marketing, collections)
- Significant experience in a similar role; at least 7 years of total experience in a retail banking / small business lending analytical function, of which 3-5 in-depth years experience in hands-on quantitative analysis & statistical modeling.
- 3+ years- experience in managing a relevant team is good to have
- Very good statistical programming skills in SAS (preferred) or similar, analytical skills and understanding of quantitative and statistical analysis
- Hands-on experience in statistical modeling, mining data and understanding data patterns is an absolute necessary to support / mentor the individual's team
- Demonstrated proficiency in Retail Risk Model Development is a must
- Experience in directly interacting with Business and exposure to International markets will be a plus
Competencies:
- Should be open to getting involved in on-the-ground and data activities
- Analytical / Strategic / Conceptual thinking
- Attention to detail
- Problem solving
- Verbal/Written communication
- Presentation skills
- Highly motivated, organized and methodical
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