Jobs Admin — September 26, 2014
Jobs Jobs - Business Analytics

Designation – Modelling Senior Analyst

Location – India

About employer ANZ


  • The Modelling Senior Analyst is responsible for the development and maintenance of credit scoring models/assessment tools, strategies and capital estimate modelling of PD, EAD and LGD that apply to retail/ wholesale portfolios across the credit life cycle.
  • Portfolio management knowledge and project management skills are required to execute GRM processes and methodologies.
  • Expected to work independently or with minimal supervision and provide guidance and support to junior members of the team.
  • Modelling Senior Analyst needs to work simultaneously on many projects, with minimal guidance from more senior staff members, gathers, examine, and analyse data; write technical specifications for manipulating data; produce reports, graphs, and summaries; and confer with stakeholder liaison contacts.
  • Modeling Senior Analyst must anticipate and resolve operational problems and questions concerning analysis of data;
  • Design and implement new characteristic generation logic for predictive and action-effect modeling as well as performance evaluation;
  • Ensures design minimizes data reporting problems and inconsistencies; examines output for conformity with expectations;
  • Investigates unusual totals or patterns, draws conclusions and recommends corrective steps when appropriate.

Qualification and Skills Required

  • Hands-on experience of SAS programming and statistical model building is a must.
  • Graduate qualifications in statistics, operations research or mathematics
  • Strong analytical, numerical, research and problem solving skills
  • Well-developed written and verbal skills
  • Project Management skills
  • Good understanding of Retail portfolios
  •  Advanced Statistical software skills (e.g. SAS)
  • Advanced Microsoft Office applications knowledge
  • Significant experience of using core banking systems and data warehouses within ANZ
  • An understanding of credit scoring and portfolio management techniques
  • An understanding of capital estimates methodology

Interested people can apply for this job can mail their CV to [email protected] with subject as Modelling Senior Analyst – ANZ –India

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