AVPSenior Manager Analyst Alternate Data Exploration CentreData Scientist With Large Private Bank
AVPSenior Manager Analyst Alternate Data Exploration CentreData Scientist With Large Private Bank
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Job Description
Job Purpose:
To work within the Alternate Data Exploration Centre Team of the Bank which is responsible for analysing the credit portfolio of the bank using advanced statistical approaches.
Job Responsibilities
Portfolio Risk Insights
- Provide risk assessments and recommendations for managing risk for Retail & SME portfolio of the bank
- Identifying emerging trends and potential risks that could impact banks credit portfolios utilizing various data such as Bureau.
- Analysing and identifying the geographies with high risk and high credit growth at product level
- Conducting sensitivity analysis and stress testing on the banks credit portfolio considering different borrower/portfolio aspects such as Loan to Value leverage concentration macro-economic factors.
- Scorecard Development Backtesting and Recalibration
- Developing risk scorecards and frameworks for Retail & SME portfolio using the behavioral bureau financial and other macroeconomic data using supervised and unsupervised statistical approaches
- Developing frameworks required for backtesting and recalibration of Non-Wholesale Early Warning system of the bank
- Building Risk Models utilizing portfolio and bureau variables on alternate bad definition such as 30 60 dpd
- Climate risk Assessment
- Monitoring and Publishing Portfolio at risk (PaR) for Forecasted or observed natural catastrophic events and thematic stress testing to quantify deterioration in credit portfolio basis NATCAT events.
- Identify and explore different climate related data sets and vendors.
Data Analytics
Working on bureau data for evaluating the risk of the portfolio and provide recommendations to the management
Analyse leverage of retail customers using internal data and bureau data
Identifying opportunities for growth utilizing geo-demographics data.
Working on Transactional level data to identify the spending pattern of the customer.
Publish various dashboards on PowerBI
Internal audit management
Regulatory compliance
Board / Policy notes and submissions
Vendor Management
Stakeholder Management
Educational Qualifications
MBA /PGDM (masters in finance Statistics Economics Analytics)
FRM / CFA/ SCR (Optional)
Experience Required
Minimum experience in years 4 yrs
Experience in data analytics risk modelling scorecard development and climate risk
Data Science,Portfolio Risk,Scorecard,Data Analytics,Python
Employment Type
Full Time
