Vice President - Risk Analytics & Modelling - BFSI

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