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Credit Risk Model Developer

Bangalore
Full-Time
Junior: 1 to 3 years
1L - 18L (Per Year)
Posted on Jan 25 2023

Not Accepting Applications

About the Job

Skills

Credit Risk
Model Development
SAS
Python
Credit risk model
PD
LGD


 Specific roles and responsibilities will include:

 Team member within the analytics and innovation function covering IFRS9 Impairment Calculator and Reporting

capabilities.

 Develop various tools using technology to support analytics and analytical reporting – SAS, Python, Qliksense and

more importantly ability to learn and adapt new technology with changing times.

 Ability to convert business requirements into technical specification documents and participate of business UATs.

 Engage with business partners to provide business priorities, present various analytical output to various review

committees (comprising senior management from various functions within businesses)

 Guide the team in best practices with respect to governance and SOX controls and support Internal Audit and

External Audit with PwC team periodically

 Continuously looking at the macro environment challenges and use that while providing insights

 Ensure open, transparent, proactive and timely interaction with major stakeholders (subject matter experts,

regional / group stakeholders, governance /control / implementation team) in alignment with values and

behavior principles

 Supervise and monitor team member deliverables from end to end perspective, owning deliverables and robust

review and approval mechanism


PUBLIC


Qualifications

What you will need to succeed in the role: (Minimum Qualification and Skills Required)

 

 Experience as Business Analyst and understanding of SDLC

 Experience required in banking /credit risk and analytics

 At least a Bachelor’s degree in mathematics/ statistics/ economics/Engineering or equivalent; MBA is a plus

 Relevant experience in analytics specifically in the fields like Credit Risk Modeling & Basel, Risk Strategy,

Marketing analytics/IFRS 9/Stress testing/CECL etc.

 Prior exposure in stress testing and / or impairment reserves.

 Good understanding of consumer lending products like Credit Cards, Mortgages, Personal Loans, Overdraft, Auto

Loans and Line of credit

 Excellent communication skills with technical (the team) and non-technical (senior management in region)

counterparts; being able to "translate" between the two worlds is essential

 Strong analytical skills with an ability to grasp new concepts quickly and evolve with tech changes

 Strong organizational, analytical, problem-solving and verbal and written communication skills.

 Internal Candidates should fulfill regular IJP guidelines & eligibility criteria for GCB 5 band

 

What additional skills will be good to have? (List out good to have skills and certifications)


 Expert Knowledge of SAS/ Python / Qliksense / cloud technologies

 Ability to learn and adapt new technology with changing times.

About the company

Aarch Solutions is a strategic recruitment firm specializing in the Analytics, BFSI, KPO, BPO, Consulting hiring. Back in 2001 to 2004, when the corporate sector was witnessing an unprecedented demand for professionals, we took the path less trodden and focused exclusively on domain-specific hiring in the Analytics, Investment Banking, Consulting, high-end Financial Services, Knowledge Process ...Show More

Industry

Human Resources Services

Company Size

51-200 Employees

Headquarter

Bangalore