Risk Modeler Professional - BFS

Risk Modeler (3-6 years)

An exciting techno-functional job opportunity with a multinational Analytics and IT Solutions giant for a Risk Modeler with at least 3 years- experience in Credit Risk Scoring / CCAR / PPNR modeling or Validation for various businesses. Our distinguished client is looking for an individual hungry to grow in a techno-functional position leveraging experience in developing, monitoring and reviewing loss forecasting, stress testing and macro-economic forecasting models.

LOCATION: Mumbai

YOUR FUTURE EMPLOYER:

A leading, global firm providing creative and strategic analytics, IT and consulting solutions for the entire enterprise value chain.

YOU WILL BE RESPONSIBLE FOR:

- Working with Leading Bank's Risk Management team on specific projects/requirements pertaining to Model Risk Management.

- Carrying out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy for CCAR, PPNR and consumer risk models.

- Supporting MRM team leads in model evaluation of Very High/High/Medium High Risk Level models and related transactions.

- Utilizing SAS, Interthinx (ITX) and other Microsoft Office products, identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.

- Performing Independent Validation including but not limited to model eligibility assessment through updating the model validation reporting templates toward model risk management reviews.

- Preparing documentation as per business requirements. Review loss forecasting, stress testing and macro-economic forecasting models; OR writing model validation reports based on his / her judgments of the evaluations results.

- Creating a culture of continuous learning and self-development.

- Working with business/operations team to define the operational MIS and KPI's.

THE SUCCESSFUL CANDIDATE:

- B.tech /Msc/MCA or any technical degree must.

- Experience in Credit Risk Scoring / CCAR / PPNR modeling or Validation.

- Expertise in developing/monitoring/reviewing loss forecasting, stress testing and macro-economic forecasting models.

- Experience of sophisticated statistical analysis using bureau/vendor data, customer performance data and marketing data to solve business problems.

- Ability of recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.

- Prior working experience in advanced SAS and SQL in mainframe, UNIX and PC environments.

- Excellent communication and interpersonal skills.

WHAT IS IN IT FOR YOU?

- An opportunity to define, lead and coordinate the operations of the company.

- A high-performance culture with phenomenal career progression.

- Fast track career growth.

- Work in a fast-paced environment in and established brand in IT industry.

- A stimulating working environment with colleagues from top-tier institutes.

REACH US:

If you think this role will add value to your career, kindly write me an email along with your updated CV for a confidential discussion on the role.