Manager - Credit Risk Modeling - Retail Banking

CREDIT RISK-Modeling- ( Manager)

Location : Gurgaon

Experience : 5+ years

Shift Timings : 11 AM-8PM or 12 NOON-9PM (no cab)

Manager : SAS + Banking (minimum 2 years of exp in banking is mandatory)+ Modeling (LGD/PD)

Work Experience :

- 5+ years of work experience developing risk models (Basel, IFRS9, Business Models) in Retail Banking.

- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models.

Domain Experience :

- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.

- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.

Education :

- A post graduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.

Tools & Certification :

- Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.

Other Desired Qualities :

- Good team management, project management and communication (both written and verbal) skills, including the ability to lead and motivate others.

- Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a diverse group of stakeholders to influence direction of projects to meet the project milestones.

- A good external network of contacts within the risk industry.

Only genuinely interested candidates should apply.