Team Lead Model Building – Retail Credit Portfolio Risk Analytics
2 weeks ago
Team Lead Model Building – Retail Credit Portfolio Risk Analytics
The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs.
Responsibilities
Lead development of advanced credit risk models for provisioning/capital requirements (IFRS, CECL, BASEL IRB) and internal risk management using statistical, econometric and machine learning techniques
Apply machine learning algorithms and advanced statistical techniques to enhance model performance
Utilise big data tech for data processing and feature engineering
Integrate external data sources to improve model accuracy
Manage team of quantitative analysts providing technical guidance and mentorship
Collaborate with IT and data engineering teams to ensure availability and quality of data for model development
Communicate lucidly model performance and risk assessments to senior management
Regulatory & Stakeholder Engagement
Engage with regulatory/statutory bodies to ensure models meet compliance requirements
Engage with model validation team to meet validation requirements
Qualifications & Experience
Advanced degree in statistics, mathematics, quantitative finance
Proficiency in python, data visualisation, PySpark,
Deep understanding of machine learning algorithms and statistical techniques
10+ years of extensive experience in developing retail credit risk models
Experience in areas of IFRS, CECL , BASEL IRB
Experience in managing and leading team of quantitative professionals
Proven track record of deploying machine learning and advanced techniques in model building
-
Mumbai, India HDFC Bank Full timeTeam Lead Model Building – Retail Credit Portfolio Risk AnalyticsThe role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs.ResponsibilitiesLead development of advanced credit risk models for provisioning/capital requirements (IFRS,...
-
mumbai, India HDFC Bank Full timeTeam Lead Model Building – Retail Credit Portfolio Risk Analytics The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. Responsibilities Lead development of advanced credit risk models for provisioning/capital...
-
mumbai, India HDFC Bank Full timeTeam Lead Model Building – Retail Credit Portfolio Risk Analytics The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. ResponsibilitiesLead development of advanced credit risk models for provisioning/capital requirements (IFRS,...
-
Mumbai, India HDFC Bank Full timeTeam Lead Model Building – Retail Credit Portfolio Risk Analytics The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. ResponsibilitiesLead development of advanced credit risk models for provisioning/capital requirements (IFRS,...
-
mumbai, India Riverforest Connections Private Limited Full timeTeam Lead Model Building – Retail Credit Portfolio Risk Analytics Job Role The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. Responsibilities Lead development of advanced credit risk models for...
-
mumbai, India Riverforest Connections Private Limited Full timeTeam Lead Model Building – Retail Credit Portfolio Risk Analytics Job Role The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. Responsibilities Lead development of advanced credit risk models for provisioning/capital...
-
VP Dy VP
3 days ago
Mumbai, India Riverforest Connections Private Limited Full timeTeam Lead Model Building Retail Credit Portfolio Risk Analytics Job Role The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs. Responsibilities Lead development of advanced credit risk models for provisioning/capital...
-
Team Lead
1 month ago
Mumbai, India Kotak Mahindra Bank Full timeFunction: Risk ManagementGrade: Sr. VPLocation: Mumbai (Bandra Kurla Complex)Experience: Up to 15 years of experience in a Bank or risk management consulting, in the areas of portfolio risk analytics, credit risk modeling.Role :Leading and managing a team of Credit Risk Analysts to develop data driven, automated credit risk portfolio managementDevelop,...
-
Team Lead
1 month ago
Mumbai, India Kotak Mahindra Bank Full timeFunction: Risk ManagementGrade: Sr. VPLocation: Mumbai (Bandra Kurla Complex)Experience: Up to 15 years of experience in a Bank or risk management consulting, in the areas of portfolio risk analytics, credit risk modeling.Role :Leading and managing a team of Credit Risk Analysts to develop data driven, automated credit risk portfolio managementDevelop,...
-
Sen. Risk Modeler
3 months ago
Mumbai, India Credit Suisse Full time**Your field of responsibility** You will have the opportunity to work in the Credit Portfolio Modelling team in the Quantitative Analysis and Technology area of Credit Suisse’s Chief Risk Officer division in Mumbai. In this function you are involved in mathematical design and prototyping of credit portfolio models, such as the Incremental Risk Charge,...
-
Exp. Risk Modeler
3 months ago
Mumbai, India Credit Suisse Full time**Your field of responsibility** Quantitative Analysis and Technology (“QAT”) is a team located globally, responsible for modelling complex financial instruments within Credit Suisse. These models are used daily by traders for pric-ing potential transactions, risk teams to evaluate existing positions and IT systems to manage and fulfil various...
-
Portfolio Analytics
2 months ago
Mumbai, India HDFC Bank Full timeJob Purpose: The person's primary responsibility will be Model building, Creation and Back-testing of Risk based frameworks and Dashboard creation for regulatory and non-regulatory projects. This includes end-to-end development of Risk Analytics model that may include retail risk analytics model, score card models and ML models for risk analytics....
-
VP Dy VP
4 days ago
Mumbai, India Riverforest Connections Private Limited Full timeTeam LeadModel Building Retail Credit Portfolio RiskAnalytics JobRoleThe role requires adeep technical expertise in credit risk modelling and the abilityto lead a team in developing cutting edge models that meetregulatory and risk management needs.Responsibilities Leaddevelopment of advanced credit risk models for provisioning/capitalrequirements (IFRS CECL...
-
Credit Risk Modelling
4 weeks ago
Mumbai, India Cognext Analytics Private Limited Full timeExperience in Credit risk modelling is a must.Banking / Insurance / Financial DomainCandidates from anywhere in India but ready to work in KSA Location (Saudi Arabia.Key Responsibilities:1) Solve analytically complex client problems in the Risk domain like developing CreditRisk Scoring Models for clients in the financial sector.2) Lead modeling workstream in...
-
Associate Credit Risk Modelling
4 months ago
Mumbai, India The Edge Asia Full timeOur client is one of the global reputed MNC’s which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their Credit Risk Modelling team in Mumbai or NCR. **Key responsibilities**: - Conducting specialist reviews and audits of IFRS 9 credit risk models for banking clients in the...
-
Risk Modeler, Avp
3 months ago
Mumbai, India Credit Suisse Full timeRisk Management English **We Offer** You will lead independent validation reviews across a wide range of core Risk Capital or other business-impactful models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the...
-
Risk Scoring Model Manager-c11
3 months ago
Mumbai, India Citi Full time**USPB - Manager, Credit Portfolio Analyst II** **About (Name of Business Group)** Citi Retail Services (RS) organization is a leading U.S. Retail Cards business, with a 40%+ market share and greater than $40B in receivables across 40+ million open active Card member accounts. RS provides retail card products to the customers of a diverse group of major...
-
Jun. Risk Modeler
4 months ago
Mumbai, India Credit Suisse Full time**Your field of responsibility** - Develop models, ensuring theoretical soundness by employing advanced mathematical and statistical techniques - Demonstrate independence in testing design and execution, results interpretation and presentation, and production of robust documentation - Collaborate with colleagues across the globe, and will regularly engage...
-
Risk Scoring Model Manager-c11
3 months ago
Mumbai, India Citi Full time**USPB - Manager, Credit Portfolio Analyst II** **About (Name of Business Group)** Citi Retail Services (RS) organization is a leading U.S. Retail Cards business, with a 40%+ market share and greater than $40B in receivables across 40+ million open active Card member accounts. RS provides retail card products to the customers of a diverse group of major...
-
Credit Risk Modeling
3 months ago
Mumbai, India JPMorgan Chase & Co Full time**JOB DESCRIPTION** In this role you will be responsible development of stress test models as part of the annual CCAR (Comprehensive Capital Analysis and Review) / CECL(Current Expected Credit Losses) exercise. You will also have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques,...