Yes Bank - Manager/Senior Manager/AVP - Risk Analytics - Model Building/Model Development

Job description:

Role & responsibilities:

- Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales

- Define and establish robust model evaluation & governance framework

- Engage with the Risk & Model Committees

- Responsible for the end-to-end development and implementation of all scorecards/risk monitoring framework across businesses

- Stakeholder relationship management & control aspects of analytical project delivery

Key Competencies / skill set:

- Should be a subject matter expert in the domain of credit risk

- Strong statistical knowledge and demonstrated hands-on experience in model development & management

- Working knowledge of R, Python or SAS is a must.

- Should be able to anchor stakeholder engagements

- Very strong presentation & communication skills

Desired Candidate Profile:

- Similar Profiles from Banks

- Resilience & ability to work in a dynamic environment

- Technical competence will be an important selection criterion

- Demonstrated hands-on experience in loss forecasting, scorecards & advanced analytics use cases

Qualifications:

- Post-graduation in Statistics or Economics or Quantitative Economics or Computer Science OR MBA (Finance / Quantitative Methods)

- Predictive model development

- Logistic/Linear Regression, Clustering, D-tree, Feature Selection, PCA

- SVM, Random Forest, Gradient Boost

- Experience: Candidate is required to have minimum 2-15 years of relevant work experience in statistical modeling in a Bank