AM - Credit Risk Model Development

Rinalytics Advisors Pvt. Ltd.
  • Delhi
  • 10-15 lakh
  • 3-7 years
  • 422 Views
  • 12 Aug 2015
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  • Risk Management, Business Analytics

  • Banking - Retail
Job Description

Reporting into the AVP, you will be responsible to:

- Ensure timely model performance tracking, and automate the monitoring process to drastically improve process/operation to enable the business make rapid credit decisions against market condition changes.

- Ensure the compliance of development and validation of models with respect to internal and external regulatory guidelines.

- Model documentation as per internal and regulatory guidelines

- Regular performance tracking and validation of existing scorecards as per regulatory and internal policy requirements

- Work closely with internal model committees to ensure models meet desired compliance requirements

The Successful Applicant:

- 4+ years experience in the credit risk modeling domain for a banking/financial institution with good exposure to BASEL

- Advanced degree (master's or above) in a quantitative subject, such as Mathematics, Operations Research, Statistics, Economics or Finance from ISI/IIT/IGIDR/MSE/DSE.

- Must have in-depth knowledge in applying Segmentation, classification/decision tree, Regression (Logistic, Linear) sequencing/association tools for credit risk model development.

- Strong data handling, interpretive, and problem solving skills with the ability to process large volume of transaction level data and efficiently derive actionable results taking into consideration operational aspects and
risk impacts

- Strong programming skills in SAS, MS Office (Power Point, Excel, Word)

What's On Offer:

This is an excellent opportunity to develop your career within one of the prestigious financial services firms and head their fast growing analytics business.


Job Posted By

Manav Das
Associate Partner

About Organisation

Rinalytics Advisors Pvt. Ltd.