Manager - Credit Risk Scoring Models - Banking Sector - IT Services - IIM/IIT/DSE/ISI/IIM/MDI

Role Details:

- Role: Risk Consultant

- Industry Type: IT Services & Consulting

- Department: Risk Management & Compliance

- Employment Type: Full Time, Permanent

- Role Category: Assessment / Advisory

Job Description:

Solve analytically complex client problems in the Risk domain like developing Credit Risk Scoring Models for clients in the banking sector.

Lead modeling workstream in client engagements (such as the development of a rating model) which would include the following:

- Define data requirements for creating a model.

- Clean, aggregate, analyze and interpret data and statistical modeling output.

- Coach junior members of the team working alongside the model development exercise.

- Strong experience in regulatory models requirement in the areas of IRB, CCAR, Stress Testing and IFRS9, specifically across development and validation of PD, LGD, EAD models, behavioral models, segmentation analysis.

- Quantitative risk management experience is essential.

- Application, Behavioral, Collections scorecard development experience is preferred.

- Corporate (wholesale) Risk Rating models development experience is essential.

- Considerably good understand and exposure to Model Risk Management requirements across various regulatory jurisdictions.

- Support development and maintenance of proprietary Risk management tools and other knowledge development projects.

Experience & Education Required:

Qualifications:

Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning) from a respected institution (e.g., IIM, IIT, DSE, ISI, JNU, IIMs, MDI etc.) with an outstanding academic record.

Years of Experience:

- 4+ years of professional work experience with a reputable bank, insurance, other financial firm or analytics firm with at least two years of experience in risk management.

If interested kindly share your updated resume along with your current ctc, expected ctc and notice period details.