Company: HDFC Bank
Location: Mumbai, Maharashtra, India
Employment Type: Full-time
Description:
Team Lead Model Building – Retail Credit Portfolio Risk Analytics
The role requires a deep technical expertise in credit risk modelling and the ability to lead a team in developing cutting edge models that meet regulatory and risk management needs.
Responsibilities
Lead development of advanced credit risk models for provisioning/capital requirements (IFRS, CECL, BASEL IRB) and internal risk management using statistical, econometric and machine learning techniques
Apply machine learning algorithms and advanced statistical techniques to enhance model performance
Utilise big data tech for data processing and feature engineering
Integrate external data sources to improve model accuracy
Manage team of quantitative analysts providing technical guidance and mentorship
Collaborate with IT and data engineering teams to ensure availability and quality of data for model development
Communicate lucidly model performance and risk assessments to senior management
Regulatory & Stakeholder… Engagement
Engage with regulatory/statutory bodies to ensure models meet compliance requirements
Engage with model validation team to meet validation requirements
Qualifications & Experience
Advanced degree in statistics, mathematics, quantitative finance
Proficiency in python, data visualisation, PySpark,
Deep understanding of machine learning algorithms and statistical techniques
10+ years of extensive experience in developing retail credit risk models
Experience in areas of IFRS, CECL , BASEL IRB
Experience in managing and leading team of quantitative professionals
Proven track record of deploying machine learning and advanced techniques in model building
Source: LinkedIn
——————————————————————————
Tadawul Academy (www.tadawul.academy) is the highest rated CISI training academy in the world. Over 7000 students are enrolled on our eLearning platform. Our portfolio of qualifications includes: CISI ICWIM (Int. Certificate in Wealth and Investment Management), CISI UAE Financial Rules and Regulations, CISI Risk in Financial Services, CISI IISI (Int. Introduction to Securities and Investment), CISI Corporate Finance Technical Foundations, CISI Combating Financial Crime, CISI Global Financial Compliance, etc.