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23/01 Preksha Mathur
Recruiter at Credence HR Services

Views:121 Applications:23 Rec. Actions:Recruiter Actions:0

Manager - Credit Model Development - BFS (5-8 yrs)

Hyderabad Job Code: 884790

Essential Functions / Responsibilities :

- Serve as a key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing, Capital Planning, and CECL)

- Perform in-depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks

- Support development, documentation, implementation, and monitoring of ALLL and capital stress testing models using SAS/Python or R

- Work closely within the credit organization to validate accuracy and performance of statistical models and to identify issues requiring further investigation

- Assist in development/understanding of vendor models to ensure accuracy and relevancy

- Provide independent research and analysis to support conceptual soundness of key models

- Liaise with the Synchrony Financial business teams to uncover and highlight the model risk associated with models

- Keep pace with the latest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industries to embrace change and drive improvements cross-functionally.

- Perform other duties and/or special projects as assigned

Desired Qualifications :

- Utilizing modeling techniques supporting one (or more) of the following : ALLL, Loss Forecasting Capital Planning, Stress Testing (DFAST, CCAR)

- Working knowledge in big data tools such as Hadoop HIVE, PIG, or Apache Spark as plus

- The application of regulatory requirements for Model Development (e.g. SR 11-7/OCC 2011-12)

- Ability to work in a matrix organization

- Understanding of macro-economic conditions & competitor's trends

- Exposure to R, Python & Tableau

Women-friendly workplace:

Maternity and Paternity Benefits

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