Manager - Credit Risk and Analytics - Mumbai

BDO India; Mumbai; Vor Ort; INR 3.000.000 - 6.000.000; Vollzeit

Zusammenfassung

BDO India is seeking a senior consultant to independently lead and manage complex engagements with banks, NBFCs, insurers, and corporates across ICAAP, IFRS 9, ECL, and credit risk analytics. You will translate business needs into analytics solutions, guide client teams, and ensure delivery excellence.

The role requires advanced degrees and certifications, strong SQL/SAS/Python/R skills, and proven leadership to mentor analysts and drive project plans.

Qualifikationen

• Advanced degree required (Master’s/PhD in Finance, Economics, Statistics, Data Science, or similar).
• Certifications like FRM, CFA, PRM or equivalent are preferred.
• Experience in credit risk modelling (PD, LGD, EAD, IFRS 9, ECL, stress testing).

Aufgaben

• Independently lead and manage consulting engagements with banks, NBFCs, insurers and corporates.
• Demonstrate knowledge of loan products and characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans.
• Demonstrate knowledge of default and recovery rate modelling (roll rate analysis, PD/LGD, etc.).
• Lead day-to-day execution of client projects.
• Lead hiring and mentoring initiatives to expand and upskill the delivery team.
• Design and monitor detailed project plans for assigned engagements.
• Directly report and provide detailed updates to business unit leader on an ongoing basis.

Kenntnisse

SQL

Python

R

SAS

Data Analysis

Stakeholder Management

Leadership

Communication

Ausbildung

Master’s/PhD in Finance, Economics, Statistics, Data Science, or similar

Tools

SAS

Python (pandas)

Jobbeschreibung

(IFRS9, Provisions, ECL, ICAAP, Credit Loss, Credit Risk, Analytics, Python, SQL, Stress Testing)

• Candidate with a right mindset to grow with the firm. We need candidates who can align themselves with the growth trajectory of the firm.
• Ability of multi-task, challenge the status-quo, quick learners
• ICAAP Experience is preferred

Role:

• Independently lead and manage consulting engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates covering areas such as ICAAP reviews, IFRS 9 model development, ECL computation, enhancing the approach to ECL and provisions along with other credit risk areas
• Demonstrate knowledge to banking, NBFC, corporate and insurance companies on various loan product and their characteristics including wholesale loans, auto loans, personal loans, mortgage finance, education loans, etc.
• Demonstrate knowledge of concepts related to default and recovery rate modelling including roll rate analysis, periodic default rates, statistical methods including regression models, Markov chains, etc.
• Lead and drive day-to-day execution of client projects.
• Lead hiring and mentoring initiatives to expand and upskill execution and delivery team for engagements
• Design and monitor detailed project plans for assigned engagements
• Directly report and provide detailed updates to business unit leader for all assigned engagements on an on-going basis

Requirements:

• Advanced Degree: Master’s/PhD in Finance, Economics, Statistics, Data Science, or similar.
• Certifications: FRM, CFA, PRM, or equivalent.
• Credit Risk Modelling: Experience with PD, LGD, EAD, IFRS 9, ECL, and stress testing.
• Model Development/Validation: End-to-end experience with model development/validation lifecycle.
• Technical Skills: Proficiency in SQL, SAS, Python, R.
• Data Management: Experience handling large datasets for modelling.
• Consulting/Project Management: Stakeholder and team management.
• Communication Skills: Strong report writing and presentation skills.
• Leadership: Ability to lead teams, provide technical guidance, and mentor.