Designation – Modelling Senior Analyst

Location – India

About employer– ANZ

Responsibilities

• The Modelling Senior Analyst is responsible for the development and maintenance of credit scoring models/assessment tools, strategies and capital estimate modelling of PD, EAD and LGD that apply to retail/ wholesale portfolios across the credit life cycle.
• Portfolio management knowledge and project management skills are required to execute GRM processes and methodologies.
• Expected to work independently or with minimal supervision and provide guidance and support to junior members of the team.
• Modelling Senior Analyst needs to work simultaneously on many projects, with minimal guidance from more senior staff members, gathers, examine, and analyse data; write technical specifications for manipulating data; produce reports, graphs, and summaries; and confer with stakeholder liaison contacts.
• Modeling Senior Analyst must anticipate and resolve operational problems and questions concerning analysis of data;
• Design and implement new characteristic generation logic for predictive and action-effect modeling as well as performance evaluation;
• Ensures design minimizes data reporting problems and inconsistencies; examines output for conformity with expectations;
• Investigates unusual totals or patterns, draws conclusions and recommends corrective steps when appropriate.

Qualification and Skills Required

• Hands-on experience of SAS programming and statistical model building is a must.
• Graduate qualifications in statistics, operations research or mathematics
• Strong analytical, numerical, research and problem solving skills
• Well-developed written and verbal skills
• Project Management skills
• Good understanding of Retail portfolios
•  Advanced Statistical software skills (e.g. SAS)
• Advanced Microsoft Office applications knowledge
• Significant experience of using core banking systems and data warehouses within ANZ
• An understanding of credit scoring and portfolio management techniques
• An understanding of capital estimates methodology

Interested people can apply for this job can mail their CV to [email protected] with subject as Modelling Senior Analyst – ANZ –India

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