Manager/Senior Manager - PD/LGD/EAD/Basel/IFRS9 - Model Development - Banking

- Being a part of Credit Risk Analytics team, you would be responsible for working on multiple projects across geographies & reviewing RWA calculations for Credit Risk for Retail/Wholesale/Commercial Exposures in accordance with relevant regulatory requirements & frameworks.

- Ability to analytically solve complex client problems, applying and administering analytical/modeling tools and techniques and drawing managerial insights through statistical techniques and predictive modeling.

- Leading multiple projects and have extensive experience in core Model Development (Credit Risk parameter-PD, LGD, CCF modeling estimation), Scorecard Development, Development of early warning indicator, Validation and Calibration, Economic capital modeling & Providing solutions in BASEL II A-IRB and IFRS9.

- Competency to lead execution for risk advisory and analytics related projects in BFSI segment & to perform end to end ICAAP/Stress testing framework development and scenario analysis modeling.

- Good experience in any programming languages/databases such as R/Python/SAS, SQL, & Reporting Tool- Tableau

- Prior experience in domains like commercial banking, retail banking, treasury, investment management,BFSI and strong knowledge of risk data analysis and development, strategy design and delivery deployment.

- Having an exceptional track record in project delivery, stakeholder management and thought leadership, with strong quantitative and analytical background.

- Develop, validate, and monitor models, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities.

- Prior exposure in stress testing and/or Impairment reserves preferred.

Education :

Graduate/Post Graduate Degree in BE/B.Tech/ or in numerate subject (e.g. mathematics, statistics, operational research) from a reputed institute with knowledge of advanced statistical and analytical techniques.

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.