Manager - Credit Risk Analytics

Job description / Role

- The prime accountability of Manager – Credit Risk is to Build, validate, implement and uphold credit risk scorecards / rating models for wholesale portfolios of Banking group.
- Under leadership of the senior manager develop models in line with the requirements of the internal client with regards to credit risk tools and ensure that those are made available to them in a timely manner,
- Work with cross-functional groups spanning across the Group to develop and implement quantitative and quantitative credit risk models for Wholesale banking portfolios.
- Provide documentation of all models as per Basel II standards and communication of model results
- Efficiently execute model implementation strategies in Wholesale.
- Preserve scorecards that would help internal client in understanding the inherent risk and provide further clarity towards management of risk.
- Apply best and accurate model development techniques and ensure model development is in compliance to regulator guidelines and practices of the Group.
- Safeguard that approaches used to build internal models and scorecards are statistically sound and compliant with the regulatory criteria (i.e., Basel II) and practical for implementation.
- Manage the implementation of the planned internal models and scorecards in the IT systems and streamline the usage of models.
- Build and maintain the IT infrastructure (tools / SAS and databases) required to meet the needs of model development, validation and implementation on a need to build basis.
- Validate internal rating models and ensure predictive power of the models on a regular basis.
- Work with IT to ensure maintenance and upgrade of internal rating systems.
- Understand developments and update on planned action items.

Requirements

- SAS, SQL, Statistics
- Internal Rating Model Development and Validation,
- Excellent verbal and written communication abilities
- Ability to articulate ideas and develop recommendations
- Presentation skills
- 3-5 years experience
- Bachelors Degree in Math, Statistics, Physics, Engineering
- FRM

About the Company

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Who we are.

We are a team of industry experts, driven by a passion for innovation and excellence. We are dedicated to providing unique talent solutions and nurturing collaborative partnerships that redefine success.