AVP - Credit Model Development
Han Digital Solution
Hyderabad, Telangana, Indien
1d ago
source : JobLeads

We're looking for a candidate to fill this position in an exciting company.

  • Lead the development of ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL models using SAS / Python or R in collaboration with the on-shore team
  • Perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks
  • Support building and enhancing procedures and model documentation in compliance with regulatory guidance as well as the Bank’s model risk policy
  • Support implementation and monitoring of ALLL and capital stress testing models
  • Develop alternative predictive methodologies / tools to better identify credit dynamics in portfolio performance
  • Proactively manage strong working relationships to maintain on-shore stakeholder satisfaction
  • Assist in analyzing the current and future model landscape, technologies, data frameworks and implementation platforms in line with internal as well as industry best practices
  • Develop and execute initiatives such as conducting applicable research and implementing industry best practices in modeling methodologies and management of model risk
  • Maintain current / develop new analytical reports and presentations for senior management, executive committees and regulatory exam
  • Perform other duties and / or special projects as assigned
  • M.S. / PhD degree with quantitative underpinning (i.e., Risk, Economics, Finance,
  • Mathematics, Statistics, Engineering)

  • 10+ years of experience in Risk, Credit, Finance or other relevant professional experience
  • 5+ years’ experience in an analytical / quantitative role related to consumer lending
  • 3-5 years’ experience developing ALLL, loss forecasting, stress testing or credit model
  • Credit card modeling / analytics experience
  • Proven hands-on experience utilizing SAS or SQL data mining skills as well as open-source tools such as R and Python.
  • Advanced analytics using Excel / VBA, strong PowerPoint and documentation skills
  • Desired Qualifications : Experience / Knowledge

  • Problem solving skills : Strong ability to rapidly learn the intricacies of an unfamiliar
  • process, structure and scope complex problems, apply a range of analytical tools, gain and synthesize insights, and develop actionable recommendations

  • Experience building / reviewing champion / challenger credit and risk models for consumer loss forecasting
  • Comfort with Data and Technology : Prior experience functioning in roles and functions that are highly data-driven and require understanding of data models, process flows, and technology architecture as related to business requirements, including comfort interacting with internal technology team
  • Knowledge of external environment, industry / competitor profiles, and common macroeconomic indicators and correlations
  • Ability to manage multiple competing initiatives and deliver results within deadlines and with a focus on accuracy and attention to detail
  • Client management and teamwork skills : Strong partnership skills and experience (at least 3-5 years) managing relationships across multiple teams of people
  • Communication and influence skills : Excellent communication and influencing skills to coordinate with multiple functional areas
  • Documentation skills : Demonstrated ability in documenting controls and procedures
  • M.S. / PhD degree with quantitative underpinning (i.e., Risk, Economics, Finance, Mathematics, Statistics, Engineerin
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