AVP - Model Development
Noida, India
2d ago

What will you be doing?

o Develop credit risk models across life cycle of various portfolio. This includes regulatory models (capital / impairment), credit decisioning and stress testing models

o Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

o Identify and use cutting edge techniques to develop best in class models

o Share and seek out best practice across the modelling peer group to develop self.

o Deliver high levels of accuracy and internal consistency / validation within own project

o Provide business with insights and recommendations in order to improve strategy and process.

o Develop high-standard SAS / Python code and model documentation.

o Ensure accurate implementation of models and support their use, interpretation and monitoring

What we’re looking for :

o Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or engineering.

o A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression, etc).

o Knowledge of Retail products

o Proficiency in SAS / SQL, or other suitable statistical programming language like Python

o MS Office Skills (Preferably Word, Excel & PowerPoint)

Skills that will help you in the role

o Strong understanding of banking products.

o Expertise in modelling techniques and their value in business

o Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.

o Ability to act as Team Expert’ in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

o An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39.

o Knowledge of Model Execution Framework (MEF)

Where will you be working?

  • Noida
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