Our client is a leading financial services firm with a strong base in India. As part of expansion of their global analytics team, they are looking for an AVP who can play a critical role in their credit cards division with direct exposure to the leadership of our bank working closely with global counterparts

Designation – AVP – Loss Forecasting/Risk Analytics

Location – Mumbai

About employer– Confidential

Job description:

Responsibilities

• Reporting into a VP, you would be responsible for:
• Developing forecasts using different forecasting techniques for Retail Partner Card portfolios
• Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and figure out a way of incorporating them into the standard forecast methods
• Perform econometric based analytics to estimate and explain the impacts of changing macro econometric trends on the portfolio loss and delinquency performance
• BASEL II Risk capital analytics and MIS development to understand BASEL II risk capital allocation.
• BASEL II related analytics for Retail partner cards with the ultimate objective of optimizing the risk capital allocation.
• Implementation of the improvements within the BASEL II models and/or processes

Qualification and Skills Required

• Master’s degree in a quantitative discipline: Mathematics, Economics, Operations Research, Statistics or MBA with 7+ years of relevant experience
• Ability to apply credit and risk principles toward business objectives
• Demonstrated ability to synthesize, prioritize and drive results with a high sense of urgency
• Highly proficient in Excel/pivot tables and PowerPoint
• Strong programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments
• Ability to create support and buy-in across a wide range of stakeholders; create a strong network of relationships among peers, internal partners, external constituencies, decision makers and stakeholders

Interested people can apply for this job can mail their CV to [email protected] with subject as AVP – Loss Forecasting/Risk Analytics – Confidential – Mumbai

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