Senior Role - Credit Model Development - BFSI

Responsibilities:

- Lead the development of ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL models using SAS/Python or R in collaboration with the on-shore team

- Perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks

- Support building and enhancing procedures and model documentation in compliance with regulatory guidance as well as the Bank's model risk policy

- Support implementation and monitoring of ALLL and capital stress testing models

- Develop alternative predictive methodologies / tools to better identify credit dynamics in portfolio performance

- Proactively manage strong working relationships to maintain on-shore stakeholder satisfaction

- Assist in analyzing the current and future model landscape, technologies, data frameworks and implementation platforms in line with internal as well as industry best practices

- Develop and execute initiatives such as conducting applicable research and implementing industry best practices in modeling methodologies and management of model risk

- Maintain current/develop new analytical reports and presentations for senior management, executive committees and regulatory exams

- Perform other duties and/or special projects as assigned

Technical Skills

- Credit card modeling/analytics experience

- Proven hands-on experience utilizing SAS or SQL data mining skills as well as open-source tools such as R and Python.

- Advanced analytics using Excel/VBA, strong PowerPoint and documentation skills.

Desired Qualifications :

Experience/Knowledge

- Problem solving skills: Strong ability to rapidly learn the intricacies of an unfamiliar process, structure and scope complex problems, apply a range of analytical tools, gain and synthesize insights, and develop actionable recommendations

- Experience building/reviewing champion/challenger credit and risk models for consumer loss forecasting

- Comfort with Data and Technology: Prior experience functioning in roles and functions that are highly data-driven and require understanding of data models, process flows, and technology architecture as related to business requirements, including comfort interacting with internal technology teams

- Knowledge of external environment, industry/competitor profiles, and common macro-economic indicators and correlations