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26/10 Arjun Adlakha
Business Head at Xpert Conexions

Views:3063 Applications:122 Rec. Actions:Recruiter Actions:43

Vice President - Risk Analytics & Modelling - BFSI (12-20 yrs)

Delhi NCR Job Code: 627975

Risk Modelling

- Develop Risk scorecards through all stages of credit lifecycle viz. Acquisition, Behaviour & Collections.

- Build Statistical Models both exploratory and predictive in nature catering to business problems leveraging statistical tools like SAS, R, SPSS Modeller.

- Maintain Inventory of all Models used across the Risk veticals.

- Creation and maintenance of a robust and detailed Model Governance policy and ensuring strict adherence.

- Direct the development of more complex databases, program models to extract data and use databases to provide statistical and financial modeling ( viz. Debt Estimation, Income Estimation, Multiplier Model etc.)

- Understanding of Risk Appetite framework and databases which can be leveraged for creating models and segmentations

- Quarterly Model Monitoring of all models under the purview of the job.

- Utilize industry best practices, advanced modeling techniques, supplemented by expert judgment and qualitative evaluation, to drive a program of validation and independent review that meets the requirements and framework as defined by regulation and policy

. Big Data Analytics

- Using big data to calculate and translate data into meaningful insights and review unformatted data that supports modeling on a single data or various targets

- Data algorithms - Use past business behavior to find the pattern to achieve service/business automation

- Machine learning - Translate file structures and technical issues for view in data modeling

- Execute analytical projects and leverage analytical methods (like ANOVA, Distribution theory, regression, forecasting, Machine Learning Techniques, etc.)

Loss Forecasting

- Build and maintain Loss Forecasting Models basis Net Flows / Network methodologies.

 - Managing modeling efforts to construct high-level driver based tool for scenario analysis and used for Capital Adequacy.

- Performing all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility), delivering comprehensive model documentation, Validating and Recalibrating models on periodic basis

 - Developing and producing quarterly reporting deck highlighting forecast accuracy and portfolio trends for user testing monitoring

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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