Risk Analytics

Role Objective

The incumbent would be responsible for, developing applicational/behavioral scorecards, loss models, managing mortgage guarantee portfolio analytics, build reports/dashboards for leadership, help implement enterprise risk management (ERM) controls in the organization

Key Responsibilities

• Develop decisioning models such as application score cards using statistical techniques & supervised learning algorithms
• Develop models for mortgage guarantee loss assumptions, pricing, loss forecasting and economic capital etc.
• Responsible for overall portfolio analysis, monitoring and reporting. Track early warning tool risk metrics and concentration limits for portfolio, products, regions, lenders and other key risk drivers.
• Help implement ERM controls in the organization
• Support reporting function in building monitoring reports for business insights
• Conduct detailed portfolio analysis including stacked risk factors, vintage study, pricing versus actual performance, and other ad-hoc analysis required. Identify key areas of portfolio concerns and provide recommendations on action plans.
• Develop economic modeling and stress testing capabilities.
• Provide scenario, sensitivity analysis, what-if analysis and other analysis as required.
• Identify and implement appropriate risk tools, key metrics and triggers.
• Conduct detailed analysis and monitoring of housing markets and regional economies. Track key macro-economic risk drivers.
• Coordinate closely with Business Development Leader and Operations Leader in all segmentation and product expansion strategies to ensure that risk appetite and standards are being complied

Skills

• Extensive working experience with large, complex data sets including working with cross-sectional and time-series data
• 3+ years of extensive experience using R/ Python/ SAS and other analytical software in data analysis, modeling, and reporting
• Strong knowledge and experience with statistical modeling and/or scorecard building