Sr. Manager/AVP -Retail Risk Analytics

About Company 

Yes Bank is an Indian bank headquartered in Mumbai, India. It offers wide range of differentiated products for corporate and retail customers through retail banking and asset management services.

Job Title - Sr. Manager/AVP - Retail Risk Analytics 

Key Responsibilities:

• Develop predictive models using latest machine learning / statistical methods across the domains Risk, customer & sales
• Define and establish robust model evaluation & governance framework
• Engage with the Risk & Model Committees
• Responsible for the end-to-end development and implementation of all scorecards/risk monitoring framework across businesses
• Stakeholder relationship management & control aspects of analytical project delivery

Key Competencies/skill set:

• Should be a subject matter expert in the domain of credit risk
• Strong statistical knowledge and demonstrated hands-on experience in model development & management
• Working knowledge of R, Python, or SAS is a must.
• Should be able to anchor stakeholder engagements
• Very strong presentation & communication skills

Desired Candidate Profile:

• Similar Profiles from Banks
• Resilience & ability to work in a dynamic environment
• Technical competence will be an important selection criterion
• Demonstrated hands-on experience in loss forecasting, scorecards & advanced analytics use cases

Qualifications:

• Post-graduation in Statistics or Economics or Quantitative Economics or Computer Science OR MBA (Finance / Quantitative Methods)
• Predictive model development
• Logistic/Linear Regression, Clustering, D-tree, Feature Selection, PCA
• SVM, Random Forest, Gradient Boost

Experience:

• Candidate is required to have minimum 4-8 years of relevant work experience in statistical modeling in a Bank