Essential Capabilities/Skills

- An exceptional quantitative background and analytic capability.
- Excellent verbal and written communication skills to enable you to explain technical modelling concepts to a non-technical audience.
- Robust planning skills and the ability to manage expectations to identify opportunities, problem solve and execute on agreed timeframes.

Experience

- Experience in the end-to-end management and development of statistical models, either through academic or on the job roles.
- Advanced coding skills in languages such as SAS, R, Python, and an understanding of relational database design and SQL.
- Demonstrated track record of providing analytic insights on complex data.

Qualification Requirements

- Degree specialising in Mathematics, Statistics, Actuarial, or Econometrics up to and including PhD level.

Key Accountabilities





- Run and lead the end-to-end process for the build or redevelopment of credit risk models including PD, EAD and LGD projects across the team. This covers opportunities across “point-in-time” models built for macro-economic forecasting, and exposure to Internal Ratings Based models.
- Ensure model developments and analytic work meet regulatory and/or internal group standards, are delivered within agreed timeframes, and have all remediations actions identified and addressed.
- Maintain documentation to a very high standard to support validation and audit oversight.
- Be a subject matter expert on credit risk models and data and a point of contact for all queries relating to these topics.
- Lead credit risk portfolio analytics and provide insights into credit risk trends and emerging risks.

📌 Director Credit Risk (Model Development) (Haryana)
🏢 Black Turtle
📍 Haryana