Manager/Associate Vice President - Model Development - Consulting Firm

Role Focus :

- Identify potential problems, build the hypothesis, identify research data attributes and determine approach to solve analytical problems specifically in the area regulatory risk and modeling

- Understand, extract, clean and prepare the data for analysis

- Build complex programs for running statistical tests on data and for understanding correlation of various attributes.

- Perform detail exploratory data analysis on the data and report findings

- Compare and weigh numerical model outputs (preferably from SAS) and identify best choice models

- Build challenger models, build and validate models and ensure models with good predictive power as well as those which meet regulatory and audit standards.

- Make recommendations for procedural improvements supported by analytical findings

- Build presentations for targeted audiences

- Pragmatic approach to deliver fit to purpose strategies for bank under clear timelines

Skill Requirement :

- Experience in Statistical Modeling with techniques like Linear Regression, Logistic Regression, Decision Trees within the gamut of scorecard development.

- Working knowledge of aspects like PD, LGD, EAD, impairment calculations, macroeconomic modeling, SICR, representativeness, back-testing will be given higher preference.

- Understanding of collections and recoveries tools such as Debt-manager etc. will be an advantage.

- Mandatory experience in SAS, Python or R

- Strong communication skills

Candidate profile :

- Master's in Business Administration or Masters in Statistics or Economics or Operational Research or Masters/Bachelors in Engineering

- Prior experience working with a bank or a banking analytics team under a 3rd party consultancy