Retail Risk Modeling Role - Global Bank

Opportunity into retail risk modeling role with a Global bank

- This position is for a Manager with an advanced degree in a quantitative discipline; requires experience and proficiency in areas of statistics, applied mathematics, SAS programming language and a good understanding of retail banking / small business lending businesses.

- The individual will use these skills in the development of IRB, IFRS9, Stress Testing, Credit Scoring and other risk models for Retail / Small Business.

- In addition, the individual might be required to support other risk analytics related to Retail / Small business.

Responsibilities include : Developing statistically derived predictive models, perform decision tree-based customer segmentation & profiling analyses, assist business implementation of sophisticated regulatory and scoring models and providing analytic support to our bank's business across the globe.

Qualifications :

- Bachelors / Advanced (Masters or higher) Degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering or other quantitative discipline

- Good understanding of retail banking / small business / consumer finance products and business life-cycles (e.g. sales, underwriting, portfolio management, marketing, collections etc)

- 6-9 in-depth years' experience in hands-on Statistical Modelling in credit risk for retail banking / small business / consumer finance portfolios

- Proficient statistical programming skills in SAS (preferred) or similar, strong analytical skills and understanding of quantitative and statistical analysis

- Experience in directly interacting with Business and exposure to International markets will be a plus

Competencies :

- Analytical / Strategic / Conceptual thinking

- Ability multi-task between executing a project hands-on along with guiding/overseeing Associate Managers

- Attention to detail

- Problem solving

- Verbal/Written communication

- Presentation skills

- Self-driven, highly motivated, organized and methodical

- Regulatory & Business Conduct

- Display exemplary conduct and live by the Group's Values and Code of Conduct.

- Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across our Bank.

- This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.

- Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.