Secured Model Development Manager|C11

Role Outline/Job Summary

This position supports the development of secured scoring models used across all portfolios. The position also needs to work together with the model monitoring team for maintenance of scorecards.

The position will partner with Secured Risk Management policy and other risk team members to support the profitable growth of the business and loss mitigation efforts. Must have the knowledge and expertise to deliver innovative modeling techniques and data strategies to enable best in class risk management. Provide support in the management and efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators Interacts, communicates effectively and builds strong working relationship on an ongoing basis with business partners.

Responsibilities:

Must have hands on expertise in developing or managing scoring models Must 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 priorities. Ongoing management and validation of secured scoring models across portfolios Development of new scoring models as per business requirement Exploring and implementing alternate modeling techniques, new data sources, etc Evaluating upgraded versions of Generic models as and when required Effective interaction with business partners across functions including risk, technology, product management, Model oversight amongst others

Qualifications

Bachelor’s / Master’s degree with a specialization in Statistics, Mathematics, or other quantitative discipline

5 + years of work experience required

Skills:

Strong analytical skills in conducting sophisticate analysis using bureau/vendor data, customer performance data and marketing data to solve business problems. Good programming skills in either advanced SAS and SQL in mainframe, UNIX and PC environments. Highly proficient in Excel/pivot tables and PowerPoint. Exposure to project/process management Strong communication and presentation skills targeting a variety of audiences A qualified candidate needs to be able to work with cross functional teams Creates and sustains a network of strong client relationships. Flexibility in approach and thought process Ability to work effectively across portfolio risk policy teams and functional areas teams Strong influencing, negotiating, and facilitation skills.


Education Level

: Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline

Primary Location

: Mumbai

Job Category

: Risk Management

Schedule

: Full-time

Shift

: Day Job

Employee Status

: Regular

Travel

: No

Salary Grade: C11

Relocation: No

Office Location / Address: Mumbai

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Job Family Group:

Risk Management
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Job Family:

Risk Analytics, Modeling, and Validation
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Time Type:

Full time
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