Overview
Qualifications:
– Candidate should have worked on Wholesale Credit models and have good understanding of Wholesale Credit Model Development/Validation. Candidate should have good understanding of wholesale credit analytics models used for the following areas:
– Model used for customer selection such as propensity recommendation, customer value, engagement, and experience , models used for pricing and measurement of profitability and return.
– Models used for automation and operational efficiency of credit decisions.
– Wholesale Fraud Analytics model used for fraud detection and reporting using analytics.
– Wholesale Credit Decisioning models such as acquisition and behavioural scoring models.
– He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.
– Knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.
– Candidate should have strong knowledge on Linear/Logistic modelling techniques. Machine learning techniques good to have.
Experience:
– Minimum 5-10 years of experience of financial model validation/development experience in Risk Management in Wholesale domain
– Proficiency in SAS / R, Python MS Office tools like Excel & PowerPoint
– Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value.
– Experience of conducting independent model reviews.
Qualifications:
Master’s / bachelor’s degree in /Statistics/Economic/Mathematics/Engineering/Computer Science/Management or any other quantitative fields of study.