Assistant Vice President - Decision Sciences(Python& CreditRisk Modeli

Hybrid model

Work Location: Bangalore

Direct role with world leading Global Bank

We are currently seeking an experienced professional to join our team in the role of Assistant Vice President - Decision Sciences

Business: Risk and Compliance

Principal Responsibilities

Projects and analysis:

• Lead the model development projects and coordinate with stakeholders as well.
• Functionally drive the development methodologies and design the validation framework
• Engage with credit and businesses to manage model risk.
• Attention to time schedule and resource planning, participate to panel meetings and discussion with business experts, write good quality and comprehensive documentation.
• Maintain internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.
• Enhanced data processes to allow more efficient model validation and development for SME and Wholesale data marts
• Develop, test and write highly complex application programs, queries and profiles aligned to business goals
• Identification of data sources and obtain appropriate access
• Formal model development documentation for sign off
• Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them.
• Support and lead the preparation of data for model build, enhancement and deployment of SME and credit risk models, as directed.

Experience:

• Around 6-10 years of professional experience in financial services & risk scorecard models development experience or regulatory risk model development (PD, EAD, LGD)
• Candidates with entire model development experience preferably with model documentation and review.
• Understanding of regulatory implications and relevance, preferably worked in a bank
• Understanding of commercial banking and related products
• Eknowledge of data-engineering and industry coding standards would be a plus E

Skills

• Highly focused on project delivery, attention to detail
• Highly comfortable with solving unstructured business and technical problems
• Excellent written english and verbal communication skills
• Hands-on statistical knowledge with scorecard /econometric model development capability
• Strong programming skills in Python with ability to work on large datasets is a must
• Proficiency in PySpark and Pydash is desired