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