Lead - Risk/Senior Lead - Risk

Provide analytical solutions through statistical modeling, credit policy and strategy, reporting and data analysis for the BFL businesses
Design, Develop, monitor and improve statistical and machine learning models for Credit Risk
Drive strategic analytical projects for Risk Analytics for Credit decisioning
Develop Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD) models
Calculation of Expected Credit Loss (ECL) components as per IND-AS guidelines and final ECL in a frequency defined by the organization


Take end to end ownership of all the modeling exercise for Risk


Answer questions from external and internal auditors and independent validation and review


Monitor, maintain and improve all scorecards, policies and processes across portfolios and ensure its effectiveness
Support any adhoc deep dive data analysis on portfolio matrices
Track and or improve key performance indicators, losses and portfolio quality

Provide deep dive analysis on portfolio matrices


Assess if any early warning signals using data analysis and segmentations and take pro-active policy actions as and when required
Support in managing and improving various offer strategies, control offer generation and distribution through data analysis
Work closely with Product, Sales and Risk teams to support business growth and drive new initiatives
Ongoing liaising with IT, Credit and BIU teams to ensure all policies, processes, data flow are working efficiently and all required changes are build and implemented suitably
Manage or mentor a set of Analysts in day to day analytical projects


Manage AOP and other projects and deliver as against the timelines defined by the team

Required Qualifications and Experience
Relevant prior experience in Data Analytics in building Statistical models, Segmentation Analysis and Deep dive analysis
In depth experience of building models using machine learning algorithms
Good data management, communication and interpersonal skills
Exposure to analytical tools (eg

SAS, SQL, Decision Tree and Modeling techniques)


Effective verbal and written communication skills
Ability to work independently and towards deadlines
MBA / Post Graduate with + years experience in financial services