Senior Manager/AVP - Retail Risk Modeling - IFRS/IRB/AIRB - SAS/Python/R

Looking for professionals having min 11 years of experience in Credit Risk Analytics and in Model Development with good team handling experience. Experience in IFRS/IRB/AIRB is required.

The Role Responsibilities :

This position is for a Senior Manager with an advanced degree in a quantitative discipline; requires extensive experience in areas of statistics, applied mathematics, SAS programming language applied in the area of IRB, IFRS9 Model Development and Risk scorecards for retail banking / small business lending businesses.

The individual will use these skills in the development of IRB / IFRS9 Models, Credit Risk Scorecard and other risk analytics in retail banking / small business lending portfolios with the support of a dedicated team of Team Leads and Analysts / Senior Analysts.

Responsibilities include understanding organisation requirements and working with the individual's team in developing statistically derived predictive models, performing decision tree based customer segmentation & profiling analyses, assisting business implementation of sophisticated risk models and providing analytic support to Businesses across the globe.

The individual is expected to deliver as a team timely while ensuring compliance to prevailing / applicable standards / legislation / policies. The individual will also be expected to represent the team for review / approval committees.

People and Talent:

- Lead through example and build the team culture and values in line with the Bank. Set clear expectations from the teams and work in collaboration with all relevant partners.

- Employ, engage and retain high calibre professionals.

- Set and monitor job objectives for team members and provide feedback, develop and reward in line with their performance against those responsibilities and objectives.

Competencies:

- Should be open to getting involved in on-the-ground and data activities

- Analytical / Strategic / Conceptual thinking

- Attention to detail

- Problem solving

- Verbal/Written communication

- Presentation skills

- Highly motivated, organized and methodical

Our Ideal Candidate

Qualifications:

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

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

- Significant experience in a similar role; at least 10 year of total experience in a retail banking / small business lending analytical function, of which 5-8 in-depth years experience in hands-on quantitative analysis & statistical modeling.

- 3+ years- experience in managing a relevant team is good to have

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

- Hands-on experience in statistical modeling, mining data and understanding data patterns is an absolute necessary to support / mentor the individual's team

- Demonstrated proficiency in Retail Risk Model Development is a must

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