Hybrid Lending Models Analyst

at BVNK

• Job title: Lending Models Analyst
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: Not specified
• Degree requirement: Professional Certificate
• Tech skills: Python, SQL
• Location requirements: Hybrid, Delhi, India

About the role

• Analyst building and optimizing IFRS9 lending models for Allica Bank's risk management team. Collaborating with stakeholders to enhance model performance and compliance with policies.

Responsibilities

• Supporting the build, implementation, and ongoing refinements of the full suite of impairment accounting models under IFRS9.
• Using automation and build robust controls as key pillars on which we build and deploy models.
• Document models to a high standard and support the independent review process.
• Regular evaluation and ongoing model monitoring.
• Drive data improvement initiatives to support future model development.
• Support ongoing development and optimisation of models as the portfolio grows and more data becomes available to drive improvements in models.
• Liaise with teams like risk, finance, underwriting and collections to continually track model requirements and continuously enhance model performance.
• Complying with all mandatory policies and develop and adhere to operational procedures to maintain a strong internal control environment.

Requirements

• You have at least 4 years’ hands-on risk modelling experience.
• You have very good knowledge of statistical modelling techniques such as logistic and linear regression as well as machine learning modelling.
• You are comfortable with large data sets, and data extraction and manipulation using Excel, SQL, Python & BI tools.
• You have a proven track record with Python coding, and are comfortable using GenAI tools to increase coding productivity.
• You have a good understanding of IFRS9, credit and lending concepts, preferably in commercial lending.
• You are driven, self-motivated and passionate about building great solutions for the bank.
• You can work independently and are flexible to adapt quickly to changing priorities within a very dynamic environment.
• You work well with stakeholders across the business, and collaboratively within the team.
• You have strong skills in writing technical documents as well as business focussed documents to get buy in from various stakeholders.
• Experience of implementation of models into software applications is highly desirable.

Benefits

• Full onboarding support and continued development opportunities
• Options for flexible working
• Regular social activities
• Pension contributions
• Discretionary bonus scheme
• Private health cover
• Life assurance
• Family friendly policies including enhanced Maternity & Paternity leave