Designation – Analyst/AM/Manager – Analytics
Location – Mumbai
About employer– Confidential
Position
- Analyst (1-3 years)
- Assistant Manager (3- 6 years)
- Manager (6 – 8 years)
Qualification and Skills Required
- Experience working in Model development, Validation, Analytics, Strategy development, implementation. – PD / EAD / LGD models, Predictive Analysis, regression.
- Development and maintenance of Model Risk Management Policy, Model scoring.
- Carry out Model evaluations as per the requirements outlined in the Consumer Model Risk Management Policy.
- Utilizing SAS, to identify key model soundness, development, and implementation issues, and recommend solutions to mitigate them.
- Must have hands on expertise in developing/monitoring/reviewing loss forecasting, stress testing and macro-economic forecasting models and therefore can evaluate the models developed by regional consumer teams.
- Worked on portfolios: Credit Card, Debit Card, Loans, Insurance, Mortgage, Collections, Banking Portfolio Loss Forecasting.
- Strong knowledge of SAS and programming skills SQL.
Interested people can apply for this job can mail their CV to [email protected] with subject as Analyst/AM/Manager – Analytics – Confidential – Mumbai
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