Assistant Manager/Manager - Credit Risk Modeling - IFRS9/IRB/AIRB - SAS/Python (2-10 yrs)

Looking for professionals having 2-10 years of experience into credit risk analytics, should have strong exp. in model development using regulatory forms like IRB/AIRB/IFRS9/Basel and should come from strong consulting background.

The Role Responsibilities :

- This position is for a Manager with an advanced degree in a quantitative discipline; requires extensive experience in areas of statistics, applied mathematics, SAS programming language applied in the area of IRB, IFRS9 Model Development and Risk scorecards for retail banking / small business lending businesses.

- The individual will use these skills in the development of IRB / IFRS9 Models, Credit Risk Scorecard and other risk analytics in retail banking / small business lending portfolios with the support of a dedicated team of Team Leads and Analysts / Senior Analysts.

- Responsibilities include understanding Standard Chartered Group requirements and working with the individual's team in developing statistically derived predictive models, performing decision tree based customer segmentation & profiling analyses, assisting business implementation of sophisticated risk models and providing analytic support to Standard Chartered Businesses across the globe.

- The individual is expected to deliver as a team timely while ensuring compliance to prevailing / applicable standards / legislation / policies. The individual will also be expected to represent the team for review / approval committees.

Qualifications :

- Bachelors / Advanced (Masters or higher) Degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering or other quantitative discipline

- Excellent understanding of retail banking / small business / consumer finance products and business lifecycles (e.g. sales, underwriting, portfolio management, marketing, collections)

- Significant experience in a similar role; at least 7 years of total experience in a retail banking / small business lending analytical function, of which 3-5 in-depth years experience in hands-on quantitative analysis & statistical modelling.

- 2+ years- experience in managing a relevant team is good to have

- Very good statistical programming skills in SAS (preferred) or similar, analytical skills and understanding of quantitative and statistical analysis

- Hands-on experience in statistical modelling