Recruitment Consultant at Pylon Management Consulting
Views:2437 Applications:64 Rec. Actions:Recruiter Actions:57
Manager - Credit Risk Analytics Strategy/Policy/Credit Lifecycle/Modeling - SAS - Bank (4-7 yrs)
Looking for professionals with 4-7 years of strong experience in Credit Risk Analytics, Risk Strategy, Credit Line Increase, Credit line decrease, Credit Life cycle, Risk Model development & Validation with strong hands on experience in SAS, for a Banking Giant.
Education: Good educational background in quantitative fields like Statistics, Mathematics etc.
- Experienced in developing, implementing and monitoring credit strategies or scoring models across authorizations, underwriting, existing customer management and collections
- Good programming skills in advanced SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environments.
- Knowledge on Credit Scoring Models, Comprehensive Capital Analysis and Review (CCAR) & Dodd-Frank Act Stress Testing (DFAST) regulations
Exposure to project/process management Strong communication and presentation skills targeting a variety of audiences A qualified candidate needs to be able to work with cross functional teams Flexibility in approach and thought process Ability to work effectively across portfolio risk policy teams and functional areas teams Strong influencing and facilitation skills. Analytical mindset.
- The position will partner with Cards Risk Management policy and provide Model Governance / Validation / Documentation related support for the development, maintenance, validation, and other management of Non Scoring risk models used across all portfolios.
- Has knowledge and expertise to ensure proper ongoing management of Non Scoring risk models, including but not limited to documentation and validation of the models.
- Provide support in efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators Interacts, communicates effectively and builds strong working relationship on an ongoing basis with business partners.
- Ensures efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators on non-scoring model validation, documentation and governance.
- Driving adoption of best practices to different portfolio risk teams with specific focus on segmentation model validation, governance and documentation.
- Work closely with the credit risk policy teams in any of the following areas - authorizations, underwriting, existing customer management, collections & fraud to develop best in class segmentation / non- scoring models and help validate & document the models Interact, communicate effectively with business partners on model policy, model approval process and its requirements both during day-to-day interaction and through formal training.
- Presentations to both technical and non-technical personnel are required to be made frequently as part of the job. Ability to work efficiently in a matrix environment balancing between both business and functional interactions and priorities