Job Description

The India Corporate Risk Team provides best in class risk management practices to enhance credit and market risk management, executing on key initiatives and processes across products and lines of business (LOBs).
The Credit and PPNR Modeling (CaPM) Team is a unit within Corporate Credit and Market Risk and is responsible for model development and implementation. The Credit and PPNR (Pre-Provision Net Revenue) models are used to support the Allowance for Credit Loss (including Current Expected Credit Loss), to estimate risk weighted assets (RWA) in compliance with Basel regulations, and to support the Comprehensive Capital Analysis and Review (CCAR) exercise.
Decision Support Credit Modeling Team manages Credit score model development, maintenance and monitoring, CARE data base management/new data sourcing and relationship variables usage, Customer level risk assessment and support digital customer experience through projects like financial health & credit education, pre-qualification and credit interaction in the digital environment. The team also provides analytical support for strategic analytical initiatives (e.g. new credit tools/bureau attributes/data sources etc) and identifies/evaluates emerging risk across Cards & Retail Service and Personal Lending Group.
The team is looking for an experienced Lead Risk Analytics Consultant for the Consumer Lending Decision Support Credit Risk Modeling team activities.
Specifically this role will:
Support Decision Support Credit Modeling team for LOB including Credit Card, Student Lending, Personal Lines and Loans
Responsible for Consumer Lending quarterly model monitoring reports, identifying and explaining trends and key drivers.
As COE, look for synergies and efficiencies across the current LOBs model monitoring methodologies and processes to be the best in class Model Monitoring team
Work closely with model owners, corporate credit and model governance to on-going status of the models
Research work to enhance the efficiency and effectiveness through innovation and development of cutting edge reporting/analytical tools
Will facilitate presentations on analytical findings and modeling related topics with the onsite modeling team and partners as appropriate.

Responsibility
To thrive in this environment, candidates must have demonstrated the ability to learn rapidly and solve problems dynamically, excellent and insightful communication skills to unite diverse opinions, high degree of initiatives with a strong drive for results, and strong interpersonal skills to build relationships with partners in Corporate Credit, Marketing, and Finance and Risk strategy teams.

Essential Qualifications:
BA/BS in a quantitative field such as Mathematics, Economics, or Statistics with 8 years of overall work experience, with relevant work experience in field of credit risk analytics, risk reporting or risk analytics
Excellent SAS, Python and Excel skills in performing complex large data manipulation
Ability to manage multiple priorities and complete projects on time
Mentor , train and coach junior team members to enable the deliver their projects independently
Experience with Credit Scoring models
Experience in producing high quality technical documentation with tools such as Excel, Word, PowerPoint
Excellent verbal and written communication skills with the ability to develop strong presentation that is concise and tells a compelling story
Experience in managing through influence, and presenting to all levels of management and stakeholder

Desired Qualifications:
Advanced degree in statistics, finance, math, engineering or similar quantitative disciplines
Previous experience with unsecured/ secured lending with a focus on credit cards or personal lines and loans
Previous experience with AI/ML modeling techniques like XG-Boost , Random Forrest etc.
Excellent analytical ability in interpreting data, analytical results to draw insights to provide accurate loss forecasts and help business manage the credit risk effectively.
Excellent problem solving skills and ability to connect dots, see big picture and find solutions and articulate in a clear manner.
Ability to effectively manage multiple assignments with challenging timelines
Experience in statistical modeling techniques and creation or management of model monitoring reporting and documentation
Flexibility and ability to thrive in a fast-paced, rapidly changing, highly complex environment
Education: BA (Arts)
Industry: Financial Services/Stockbroking, Banking

Skills Required