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24/03 Pranavi
Director at Enrich & Enlight Business consulting Pvt Ltd

Views:47 Applications:12 Rec. Actions:Recruiter Actions:1

Manager - Credit Model Development - KPO (4-10 yrs)

Hyderabad Job Code: 1068140

This is a great opportunity for a modeler/statistician/data analyst/programmer with experience in consumer credit analysis. We offer a dynamic, collaborative team environment with a strong credit risk management culture.

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 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

Qualifications / Requirements :

- Masters or Ph.D. in Mathematics/Statistics, Operations Research, Economics, Finance or other quantitative discipline

- 5+ years of experience in Consumer Lending statistical modeling/risk analytics, preferably related to credit cards

- 3+ years in coding with SAS, Python, R or other equivalent tool within the recent 5 years

- Strong written/oral communication skills

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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