Risk Analyst

Key Responsibilities

• Retail Credit Risk Model Management and Validation:

• o Lead the validation of complex underwriting, collection, and ECL models independently.
• o Perform comprehensive model performance analysis and drive the investigation of model and
• portfolio variances.
• o Ensure that all model validation procedures meet the organizations risk assessment standards.

• Advanced Data Analysis and Reporting:

• o Oversee the preparation and consolidation of key risk analysis reports and presentations for senior management committees.
• o Automate and streamline reporting processes to generate actionable insights and drive value
• across stakeholders.
• o Ensure the accuracy and relevance of all reports and dashboards, contributing to improved
• decision-making.

• Strategic Risk Insights and Advisory:

• o Lead the deep-dive investigations into unusual model behaviours and portfolio performance
• discrepancies, advising the business on necessary actions.
• o Use advanced analytics to ensure the effective execution of risk analysis and provide strategic
• insights to the business.

• Stakeholder Engagement and Technical Leadership:

• o Act as a technical lead in collaborating with senior stakeholders to ensure model validation and risk management procedures align with business objectives.
• o Provide expert guidance to junior team members, ensuring the team adheres to best practices in
• model validation and risk analytics.

• Leadership in Team Development and Culture Building:

• o Champion the development of a purpose-driven, high-performance culture within the team.
• o Lead the training and mentoring of junior associates, supporting their professional growth and
• technical expertise.
• o Contribute to strategic decision-making, ensuring alignment between credit risk models and
• business growth.
• Education Masters Degree in Statistics, Economics, Mathematics, Engineering; MBA
• Experience 6 to 9 Years of relevant experience
• Skills & Competencies

• Strong expertise in coding with Python, SQL, and optionally SAS.
• Advanced knowledge of MS-Office Suite, with expert skills in data analysis

and visualization tools.

• In-depth experience in analysing and validating credit risk scorecards and bureau data.
• Strong capability in investigating and analysing significant variances in MI and model performance.
• Expertise in advanced machine learning models like Gradient Boosting,Neural Networks, Random Forest, etc. is highly preferred.
• Strong understanding of Data Warehouse, Cloud Data platforms, and their integration with model validation.
• Strong leadership and project management skills, with the ability to influence and guide team members and business stakeholders.