IMGC - Risk Analytics Role

Role Objective
The incumbent would be responsible for, developing applicational/behavioral scorecards, loss models, managing mortgage guarantee portfolio analytics, build reports/dashboards for leadership, help implement enterprise risk management (ERM) controls in the organization.
Key Responsibilities

- Develop decisioning models such as application score cards using statistical techniques & supervised learning algorithms
- Develop models for mortgage guarantee loss assumptions, pricing, loss forecasting and economic capital etc.
- Responsible for overall portfolio analysis, monitoring and reporting. Track early warning tool risk metrics and concentration limits for portfolio, products, regions, lenders and other key risk drivers.
- Help implement ERM controls in the organization
- Support reporting function in building monitoring reports for business insights
- Conduct detailed portfolio analysis including stacked risk factors, vintage study, pricing versus actual performance, and other ad-hoc analysis required. Identify key areas of portfolio concerns and provide recommendations on action plans.
- Develop economic modeling and stress testing capabilities.
- Provide scenario, sensitivity analysis, what-if analysis and other analysis as required.
- Identify and implement appropriate risk tools, key metrics and triggers.
- Conduct detailed analysis and monitoring of housing markets and regional economies. Track key macro-economic risk drivers.
- Coordinate closely with Business Development Leader and Operations Leader in all segmentation and product expansion strategies to ensure that risk appetite and standards are being complied