Credit Risk Model Developer

 Specific roles and responsibilities will include:

 Team member within the analytics and innovation function covering IFRS9 Impairment Calculator and Reporting

capabilities.

 Develop various tools using technology to support analytics and analytical reporting – SAS, Python, Qliksense and

more importantly ability to learn and adapt new technology with changing times.

 Ability to convert business requirements into technical specification documents and participate of business UATs.

 Engage with business partners to provide business priorities, present various analytical output to various review

committees (comprising senior management from various functions within businesses)

 Guide the team in best practices with respect to governance and SOX controls and support Internal Audit and

External Audit with PwC team periodically

 Continuously looking at the macro environment challenges and use that while providing insights

 Ensure open, transparent, proactive and timely interaction with major stakeholders (subject matter experts,

regional / group stakeholders, governance /control / implementation team) in alignment with values and

behavior principles

 Supervise and monitor team member deliverables from end to end perspective, owning deliverables and robust

review and approval mechanism

PUBLIC

Qualifications

What you will need to succeed in the role: (Minimum Qualification and Skills Required)

 Experience as Business Analyst and understanding of SDLC

 Experience required in banking /credit risk and analytics

 At least a Bachelor’s degree in mathematics/ statistics/ economics/Engineering or equivalent; MBA is a plus

 Relevant experience in analytics specifically in the fields like Credit Risk Modeling & Basel, Risk Strategy,

Marketing analytics/IFRS 9/Stress testing/CECL etc.

 Prior exposure in stress testing and / or impairment reserves.

 Good understanding of consumer lending products like Credit Cards, Mortgages, Personal Loans, Overdraft, Auto

Loans and Line of credit

 Excellent communication skills with technical (the team) and non-technical (senior management in region)

counterparts; being able to "translate" between the two worlds is essential

 Strong analytical skills with an ability to grasp new concepts quickly and evolve with tech changes

 Strong organizational, analytical, problem-solving and verbal and written communication skills.

 Internal Candidates should fulfill regular IJP guidelines & eligibility criteria for GCB 5 band

What additional skills will be good to have? (List out good to have skills and certifications)

 Expert Knowledge of SAS/ Python / Qliksense / cloud technologies

 Ability to learn and adapt new technology with changing times.