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Assistant Manager Non Scoring Risk Models

Mumbai, MH
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  • Banking & Finance
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Job Details

The position will partner with Cards Risk Management policy and provide Model Governance/Validation/Documentation related support for the development, maintenance, validation, and other management of Non Scoring risk models used across all portfoliosHas knowledge and expertise to ensure proper ongoing management of Non Scoring risk models, including but not limited to documentation and validation of the modelsProvide support in efficient delivery against requirements set forth by internal Risk oversight group as well as external regulatorsInteracts, communicates effectively and builds strong working relationship on an ongoing basis with business partnersDay-to-Day ResponsibilitiesEnsures efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators on non-scoring model validation, documentation and governanceDriving adoption of best practices to different portfolio risk teams with specific focus on segmentation model validation, governance and documentationWork closely with the credit risk policy teams in any of the following areas authorizations, underwriting, existing customer management, collections and fraud to develop best in class segmentation/non- scoringmodels and help validate and document the modelsInteract, communicate effectively with business partners on model policy, model approval process and its requirements both during day-to-day interaction and through formal trainingMust have capability to clearly communicate analyses. Presentations to both technical and non-technical personnel are required to be made frequently as part of the job.Ability to work efficiently in a matrix environment balancing between both business and functional interactions and prioritiesKey DeliverablesOngoing validation and documentation of segmentation/non-scoring models across portfolios and credit lifecycleEnsure efficient and quality delivery against requirements set forth by risk oversight team and regulatorsExploring and implementing alternate modeling/segmentation techniques QualificationsRequiredEducationMasters or Doctoral degree with a specialization in Statistics, Mathematics, or other quantitative disciplineExperience3+ years work experience requiredSkillsExperienced in developing, implementing and monitoring credit strategies or scoring models across authorizations, underwriting, existing customer management and collectionsGood programming skills in advanced SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environmentsHighly proficient in Excel/pivot tables and PowerPointOtherExposure to project/process managementStrong communication and presentation skills targeting a variety of audiencesA qualified candidate needs to be able to work with cross functional teamsFlexibility in approach and thought processAbility to work effectively across portfolio risk policy teams and functional areas teamsStrong influencing and facilitation skills.Analytical mindsetPreferredSkillsKnowledge on Credit Scoring Models, Comprehensive Capital Analysis and Review ( CCAR) and Dodd-Frank Act Stress Testing ( DFAST) regulations
Degree: M.Com. (Commerce) | M.Pharm. (Pharmacy) | M.Sc. (Science) | MA (Arts) | MBA/ PGDM | MCA/ PGDCA

Additional Degree: BE/ B.Tech (Engineering) | BCA (Computer Application)

Experience: 3-8


Database Administration (DBA) | Network Administration | Quality Assurance/Testing | Software Engineer
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