Assistant Vice President –Credit Risk/Fraud Analytics -SAS/R/Python (10+ years)

Location
Job type: Permanent
Contact name: Riddhi Sharma

Contact email: riddhi.sharma@crescendogroup.in
Job ref: 34620
Published: 18 days ago
Startdate: 01/06/2021

Assistant Vice President –Credit Risk/Fraud Analytics -SAS/R/Python (10+ years)

Credit Risk/Fraud Analytics Analytics job opportunity in Gurgaon/Mumbai/Bangalore for a professional holding at least 10 years of experience in developing predictive models for customer analytics. You will use your experience in leading the client delivery. Our client is looking for a professional eager to grow their career in as an Assistant Vice President. If this sounds exciting, apply with us!

Location: Mumbai/Bangalore/Gurgaon

Your Employer: A leading, global firm providing creative and strategic analytics, IT and consulting solutions for the entire enterprise value chain

Responsibilities:

* Working on multiple projects across multiple retail and wholesale banking products and applying various predictive analytics in building scorecards and loss forecasting models

* Providing solutions in BASEL II A-IRB and IFRS9 Credit Risk parameter (PD, LGD, CCF modeling) estimation

* Leading multiple projects and have extensive experience in core Model Development, LDP Modeling, Scorecard Development, Economic capital modeling, BASELIII /CCAR norms.

* Analyzing data using statistical languages like SAS and UNIX

* Extensive tactical data analysis and model development for client engagements using a variety of programming languages

* Serving as subject matter authority on financial and statistical markets model development and implementation expertise

Requirements:

* A seasoned risk management professional with advanced degree in finance, mathematics, econometrics, engineering or other quantitative subject with over 6 -10 years of experience in Credit Risk Analytics & Model development.

* Strong knowledge of regulatory requirements such as SR 11-7, Basel III and CCAR guidelines with experience in various model validation tests like sample backtesting, sensitivity analysis (Macroeconomic scenario based stress testing), contribution analysis etc.

* Hands on experience in Analytics, PD/LGD/EAD Modelling, Credit Risk, Model Validation, Regulatory Reporting, RWA Calculation, CCAR,VAR.

* Knowledge and exposure in various financial products like Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.

* Good experience in any programming languages/databases such as R/Python,Java,VBA, Matlab, or Ms Access ,SQL , Oracle etc.

* Prior experience in domains like commercial banking, retail banking, treasury, investment management and strong knowledge of risk data analysis and development, strategy design and delivery deployment.

* Having an exceptional track record in project delivery, stakeholder management and thought leadership, with strong quantitative and analytical background

What Is in it for You:

* A meritocratic culture with great career progression

* Fast track career growth.

Reach Us:

If you think this role will add value to your career, kindly write me an email along with your updated CV on riddhi.sharma@crescendogroup.in and I will get in touch with you for a confidential discussion on the role.