Vice President - Credit Risk Modeling - BFSI

We are looking for the Candidate who is having experience into Credit Risk Modelling / Analytics developing PD/LGD Model using v skill sets i.e SAS, SQl, VBA

Responsibilities

- Work with credit risk analysts in delivering various projects such as PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses such as scenario analysis

- Understand and improve the existing processes to gain efficiency

- Understand the applicable regulations and incorporate them in the projects

- Use tools such as SAS, R, SQL, and Matlab to manipulate data, and develop and validate quantitative models using small or large data sources

- Deliver end solution maintaining quick turnaround times and high quality standards

- Lead brain storming sessions and propose hypothesis, approaches and techniques

- Travel onsite to client locations and other delivery centres as and when needed

- Mentor and train team members

- Communicate with clients to understand their needs

- Build strong relationship with clients, internal and external, and highly engaged team

- Hire suitable team members keeping tactical and strategic needs in mind

- Help in business development and completing RFPs

Required Background

- Relevant Analytics experience

- Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier institutes.

- Consulting firms/Analytics/Research firms specializing in Analytics or bank analytics teams

- Strong credit risk analytics and model development skills

- Strong problem solving and technical skills

- Strong knowledge of Basel regulations and IFRS 9

- Strong verbal and written communication skills

- Solid experience of leading teams and managing client relationships

- Skills: SAS/SQL, MS Office (Excel, Access, PowerPoint), VBA, R, Matlab

- Certifications such as CQF, FRM and CFA are a plus

- Strong statistical knowledge is a big plus

Prajakta Mhatre
Black Turtle