As Program Lead – Analytics   Consulting, you will work on some of the latest applications of AI to   solve complex business problems, and demonstrate significant business value   to one or more clients. In doing so, you will closely collaborate with a team   of consultants, data scientists and data engineers. You will lead the project   team to design and deliver impactful solutions, drive adoption, and   articulate value. On a typical work day, you could be doing one or more of   the following:

· Participate in client workshops to identify high impact problems   that could be solved through AI based solutions

· Translate business problems (sometimes ambiguous) into clear   analytic problem statements.

· Design a plan to develop and deploy advanced analytics solutions   in collaboration with SMEs in Data Science & Engineering.

· Own & drive execution of the plan by demonstrating techno-functional   consulting & stakeholder management capabilities.

· Measure and articulate how analytic results improve clients’   business & financial metrics.

· Perform a role that involves a combination of hands-on contribution, customer engagement   and team management.

· Contribute to organization building through   training, mentoring and developing repeatable analytic approaches

1) The Credit Risk Modelling team is responsible for the development, oversight and embedding of credit risk measurement models for the bank.

2) The Credit Risk Model Developer plays an important role within the Credit Risk Modelling team to, develop the credit risk models to predict risk estimates such as PD, EAD, and LGD, and operational models to support credit risk decisions, Areas the Model could include but not limited to Regulatory Capital Calculation , Internal Capital Calculation ,Stress Testing and Origination Decisioning

3) Conduct detailed analytical work with a high level of accuracy in order to deliver high level results to senior management, and contribute to the management and education of enhanced credit risk approaches.

1) Degree in Accounting, Commerce, Economics, Statistics / Mathematics, or Risk Mandatory

2) Post graduate finance, economics or accounting qualifications requirement

1) Experience in a quantitative risk function

2) Background in lending and credit sufficient to make the person credible when discussing credit issues.

1) Prior experience in development of regulatory models under the guidance of IRB/IFRS9/CECL and CCAR

2) Good to have experience in building risk models related to Organization and Behaviour scorecard

3) Prior experience in credit risk strategy like CLI , policy analytics is preferred

4) Hands on Development experience in python/py-spark/ SAS