Associate 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.

Responsibilities for this job include working 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, economic capital, and IFRS9 / CECL model development, validation and implementation. The role also comes with a managerial responsibility to set and review tasks, perform QC, and to supervise, mentor and coach analysts.

As part of larger Data Science practice, you may get to work on a broad range of cutting-edge data analytics and machine learning problems across other industries. You will be engaging with clients to understand their business context, and work with a team of data scientists and engineers to embed AI and analytics into the business decision processes.

An ideal candidate should have:

  • Overall 7 years of experience in model development, in Risk and Marketing areas
  • A minimum of 3 years should be in development and validation of regulatory risk models
  • Hands-on experience in working with SAS, SAS/STAT, SAS/ETS, including using advanced knowledge of SQL and SAS/Macros for data preparation and manipulation
  • Model development or validation experience for loss forecasting models, including probability of default (PD), Loss Given Default (LGD) and Exposure at Default (EAD); econometric and multivariate regression models; panel data regression; and stochastic modeling approaches; and Modern Risk Management concepts
  • Exposure to accounting and regulatory principles such as IFRS / Basel / CCAR / DFAST / CECL. Past IFRS experience is mandatory.
  • Excellent written communication skills, ability to summarize output and write model documentation to present complex analytical concepts
  • 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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