Essential Functions / Responsibilities:
• Lead the development of ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL models using SAS/Python or R in collaboration with the on-shore team
• Perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks
• Support building and enhancing procedures and model documentation in compliance with regulatory guidance as well as the Bank’s model risk policy
• Support implementation and monitoring of ALLL and capital stress testing models
• Develop alternative predictive methodologies / tools to better identify credit dynamics in portfolio performance
• Proactively manage strong working relationships to maintain on-shore stakeholder satisfaction
• Assist in analyzing the current and future model landscape, technologies, data frameworks and implementation platforms in line with internal as well as industry best practices
• Develop and execute initiatives such as conducting applicable research and implementing industry best practices in modeling methodologies and management of model risk
• Maintain current/develop new analytical reports and presentations for senior management, executive committees and regulatory exams
• Perform other duties and/or special projects as assigned
Qualifications / Requirements :
Experience/Knowledge
• M.S. / PhD degree with quantitative underpinning (i.e., Risk, Economics, Finance,
Mathematics, Statistics, Engineering)
• 10+ years of experience in Risk, Credit, Finance or other relevant professional experience
• 5+ years’ experience in an analytical/quantitative role related to consumer lending
• 3-5 years’ experience developing ALLL, loss forecasting, stress testing or credit models
Technical Skills
• Credit card modeling/analytics experience
• Proven hands-on experience utilizing SAS or SQL data mining skills as well as open-source
tools such as R and Python.
• Advanced analytics using Excel/VBA, strong PowerPoint and documentation skills
Desired Qualifications :
Experience/Knowledge
• Problem solving skills: Strong ability to rapidly learn the intricacies of an unfamiliar
process, structure and scope complex problems, apply a range of analytical tools, gain
and synthesize insights, and develop actionable recommendations
• Experience building/reviewing champion/challenger credit and risk models for consumer
loss forecasting
• Comfort with Data and Technology: Prior experience functioning in roles and functions
that are highly data-driven and require understanding of data models, process flows, and
technology architecture as related to business requirements, including comfort
interacting with internal technology teams
• Knowledge of external environment, industry/competitor profiles, and common macroeconomic
indicators and correlations
Soft skills
• Ability to manage multiple competing initiatives and deliver results within deadlines and
with a focus on accuracy and attention to detail
• Client management and teamwork skills: Strong partnership skills and experience (at least
3-5 years) managing relationships across multiple teams of people
• Communication and influence skills: Excellent communication and influencing skills to
coordinate with multiple functional areas
• Documentation skills: Demonstrated ability in documenting controls and procedures
M.S. / PhD degree with quantitative underpinning (i.e., Risk, Economics, Finance, Mathematics, Statistics, Engineering
Email Id : supraja@handigital.com