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We are Mashreq - Inspiring you to Rise Every Day
Senior Manager – Retail Risk Analytics, Credit Risk Modelling, IFRS9
Location
India
Posted
145 days ago
Salary
$21 - $35 / hour
Seniority
Senior
Job Description
Senior Manager – Retail Risk Analytics, Credit Risk Modelling, IFRS9
Mashreq
• To ensure development, implementation, and maintenance of credit risk scorecards for credit risk management decisions, and provide analytical solutions to policy managers as situations/events warrant • Responsible for the development, implementation and maintenance of credit scoring models/assessment tools, strategies and capital estimate modeling of PD, LGD and EAD that apply to retail portfolios across life cycle • Monitor, Document and communicate the functionality of credit risk methods & models to various stakeholders • Provide recommendations to update the model based on latest data and analysis • Prepare / support Basel team on regulatory reports relating to retail credit portfolio in line with internal & regulatory requirement • Assist in implementation of IFRS 9, development of Basel models for the entire retail portfolio • Deploy the models on rating system and work with IT for effective maintenance of the scoring related information • Identify analytical opportunity across credit life cycle – Acquisition, Portfolio Management and Collection • Required to develop data-driven analytics to monitor the asset quality and minimize the credit risk of retail portfolio • Carry out analytical projects together with policy when credit events warrant as required • Ensure timely communication of scorecard monitoring and validation along with insights and recommendation • Contribution to the formulation of a successful growing team • Perform other duties as assigned
Job Requirements
- Minimum 5 years hands on experience in model building methodologies, implementation and compliance.
- Expert knowledge of credit scoring techniques
- Degree in Quantitative / Statistics / Actuarial Science / Mathematics (Finance exposure would be a plus);
- Strong analytical, numerical, research and problem-solving skills
- Advanced statistical software skills (e.g. SAS)
- Proficient in MS Office, Experience in SQL
- Experience in open source scripting such as Python/R
- Experience in working with big data such as Hadoop
- Ability to present technical concepts for business understanding
- Team player, self-starter, innovative and highly motivated
Benefits
- n/a
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