Credit Risk-Python

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The Team

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About the Role

As a Manager in our Credit Risk Modelling Team, you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations: -

Work you will do

We are seeking an experienced Credit Risk Manager with expertise in python development for data analysis, model development and validation. The selected candidate will have understanding of the regulatory models such as IFRS9, Basel AIRB, and CECL from credit risk perspective. He/she should be able to do the initial data analysis of the credit risk data using python and create data sets for model development. Perform model development and validation tasks using python.

Key Responsibilities:

Hands on experience on advanced programming languages (e.g., Python or Pyspark, SQL).

Hands on experience of application of advanced analytics techniques on the banking data for insight generation.

Possess excellent data analysis skills to perform root cause assessments and propose remediation on issues experienced by Risk & Wholesale businesses.

Applying business and data design principles, risk management, and technology architecture when interacting with delivery partners.

Knowledge of Credit Risk Frameworks such as Basel II, III, IFRS 9 and Stress Testing and understanding their drivers- advantageous.

Data visualization tools (e.g., Tableau or Qlik Sense) - beneficial.

Retail Credit / Traded Credit knowledge - applications will be considered

Qualifications:

The candidate should have a master’s degree in finance, along with work experience in the financial services industry

Experience in python model development in credit risk domain.

Deep understanding if modelling requirements for IFRS9 and Basel models under credit risk.

Strong in doing data analysis using numpy, pandas using python and generate multiple champion and challenger models using sci-kit learn and other python packages.

Candidate should be self-motivated, with a result-oriented mindset, robust analytical and problem-solving skills, the ability to learn quickly, high attention to detail, and the capacity to meet tight deadlines

The ideal candidate should have excellent written and oral communication skills along with exceptional interpersonal skills

Global certification CFA, FRM, CQF and an appropriate Business Analyst certification is desirable.

Location and way of working

• Base location: Pune, Bangalore, Gurgaon, Mumbai
• Hybrid is our default way of working. Each domain has customized the hybrid approach to their unique needs.

Your role as a Manager

We expect our people to embrace and live our purpose by challenging themselves to identify issues that are most important for our clients, our people, and for society.

In addition to living our purpose, Manager across our organization must strive to be:

• Inspiring - Leading with integrity to build inclusion and motivation
• Committed to creating purpose - Creating a sense of vision and purpose
• Agile - Achieving high-quality results through collaboration and Team unity
• Skilled at building diverse capability - Developing diverse capabilities for the future
• Persuasive / Influencing - Persuading and influencing stakeholders
• Collaborating - Partnering to build new solutions
• Delivering value - Showing commercial acumen
• Committed to expanding business - Leveraging new business opportunities
• Analytical Acumen - Leveraging data to recommend impactful approach and solutions through the power of analysis and visualization
• Effective communication – Must be well abled to have well-structured and well-articulated conversations to achieve win-win possibilities
• Engagement Management / Delivery Excellence - Effectively managing engagement(s) to ensure timely and proactive execution as well as course correction for the success of engagement(s)
• Managing change - Responding to changing environment with resilience
• Managing Quality & Risk - Delivering high quality results and mitigating risks with utmost integrity and precision
• Strategic Thinking & Problem Solving - Applying strategic mindset to solve business issues and complex problems
• Tech Savvy - Leveraging ethical technology practices to deliver high impact for clients and for Deloitte
• Empathetic leadership and inclusivity - creating a safe and thriving environment where everyone's valued for who they are, use empathy to understand others to adapt our behaviors and attitudes to become more inclusive.