Analytics Consulting

Director - Financial Services Risk Modeling

Bengaluru, Karnataka   |   Full Time

At Tiger Analytics we like to solve complex business problems using advanced analytics.

The growing Financial Services vertical seeks self-motivated analysts and statistical modelers with superlative technical skills for a challenging role in the Financial Services Risk Modeling area.

Key responsibilities for this job include leading the practice development by setting a delivery framework for risk modeling.

Activities include partnering with various clients to design, develop, and implement models for risk and finance processes such as risk reporting and analytics, stress testing, credit loss forecasting, PPNR, economic capital, and IFRS9 / CECL model development, validation and implementation. This role requires management of a team of highly-skilled consultants; to drive employee engagement, coaching, setting accountabilities, and to provide hands-on technical leadership.

An ideal candidate should have:

  • Overall 10 years of experience in model development, across Marketing and Risk areas
  • A minimum of 5 years should be in development and validation of regulatory risk models (IFRS / Basel / CCAR / DFAST / CECL). Past IFRS experience is mandatory.
  • Developed and/or validated credit loss forecasting models, including probability of default (PD), Loss Given Default (LGD) and Exposure at Default (EAD); and understand financial services regulatory risk management concepts
  • Experience in working with SAS, including using advanced knowledge of SQL and Macros for data preparation and manipulation
  • Demonstrated proficiency in writing and supervising model documentation and presenting complex analytical concepts to senior management
  • Knowledge of statistical theory and methods, ability to independently generate and interpret reports using SAS/STAT and SAS/ETS.
  • Working knowledge of developing and implementing classification and scorecard models
  • Proficiency with Office applications including Excel/Excel VBA Macros
  • Willing to work in flexible hours with virtual team across time zones

Preferred job location is Bangalore, India. Exceptions on work location can be made for outstanding candidates.

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