Our client is a leading financial services firm with a strong base in India. As part of expansion of their global analytics team, they are looking for an AVP who can play a critical role in their credit cards division with direct exposure to the leadership of our bank working closely with global counterparts
Designation – AVP – Loss Forecasting/Risk Analytics
Location – Mumbai
About employer– Confidential
Job description:
Responsibilities
- Reporting into a VP, you would be responsible for:
- Developing forecasts using different forecasting techniques for Retail Partner Card portfolios
- Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and figure out a way of incorporating them into the standard forecast methods
- Perform econometric based analytics to estimate and explain the impacts of changing macro econometric trends on the portfolio loss and delinquency performance
- BASEL II Risk capital analytics and MIS development to understand BASEL II risk capital allocation.
- BASEL II related analytics for Retail partner cards with the ultimate objective of optimizing the risk capital allocation.
- Implementation of the improvements within the BASEL II models and/or processes
Qualification and Skills Required
- Master’s degree in a quantitative discipline: Mathematics, Economics, Operations Research, Statistics or MBA with 7+ years of relevant experience
- Ability to apply credit and risk principles toward business objectives
- Demonstrated ability to synthesize, prioritize and drive results with a high sense of urgency
- Highly proficient in Excel/pivot tables and PowerPoint
- Strong programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments
- Ability to create support and buy-in across a wide range of stakeholders; create a strong network of relationships among peers, internal partners, external constituencies, decision makers and stakeholders
Interested people can apply for this job can mail their CV to [email protected] with subject as AVP – Loss Forecasting/Risk Analytics – Confidential – Mumbai
