Key Responsibilities :

Retail Credit Risk Model Management and Validation :

- Lead the validation of complex underwriting, collection, and ECL models independently.

- Perform comprehensive model performance analysis and drive the investigation of model and portfolio variances.

- Ensure that all model validation procedures meet the organizations risk assessment standards.

Advanced Data Analysis and Reporting :

- Oversee the preparation and consolidation of key risk analysis reports and presentations for senior management committees.

- Automate and streamline reporting processes to generate actionable insights and drive value across stakeholders.

- Ensure the accuracy and relevance of all reports and dashboards, contributing to improved decision-making.

Strategic Risk Insights and Advisory :

- Lead the deep-dive investigations into unusual model behaviours and portfolio performance discrepancies, advising the business on necessary actions.

- Use advanced analytics to ensure the effective execution of risk analysis and provide strategic insights to the business.

Stakeholder Engagement and Technical Leadership :

- Act as a technical lead in collaborating with senior stakeholders to ensure model validation and risk management procedures align with business objectives.

- Provide expert guidance to junior team members, ensuring the team adheres to best practices in model validation and risk analytics.

Leadership in Team Development and Culture Building :

- Champion the development of a purpose-driven, high-performance culture within the team.

- Lead the training and mentoring of junior associates, supporting their professional growth and technical expertise.

- Contribute to strategic decision-making, ensuring alignment between credit risk models and business growth.

Eligibility Criteria :

Education :

- Masters Degree in Statistics, Economics, Mathematics, Engineering; MBA

Experience :

- 6 to 9 Years of relevant experience

Skills & Competencies :

- Strong expertise in coding with Python, SQL, and optionally SAS.

- Advanced knowledge of MS-Office Suite, with expert skills in data analysis and visualization tools.

- In-depth experience in analysing and validating credit risk scorecards and bureau data.

- Strong capability in investigating and analysing significant variances in MI and model performance.

- Expertise in advanced machine learning models like Gradient Boosting, Neural Networks, Random Forest, etc. is highly preferred.

- Strong understanding of Data Warehouse, Cloud Data platforms, and their integration with model validation.

- Strong leadership and project management skills, with the ability to influence and guide team members and business stakeholders