Sr. Manager (credit risk modeling)

Role overview

The individual will be a member of VCA Intelligence & Data Solutions team in Asia Pacific. The position will be based in Visas Bangalore office.

As Credit Risk Modeling Lead you will champion project delivery and lead design development validation and implementation of advanced credit risk models for a diverse portfolio of clients across banking fintech and other lending sectors.

You will combine deep technical and domain expertise with strong stakeholder engagement skills to deliver highimpact solutions that meet regulatory requirements enhance credit decisionmaking and drive business performance.

This role offers the opportunity to work on multiple projects across regions and with varied data environments making adaptability and clientcentric thinking essential.

Key responsibilities

Collaborate with data science leads and consulting leads to understand business needs and identify strategic areas where data science / modeling can drive strong business impact in alignment with organizations goals and priorities

Engage with client stakeholders to understand business challenges risk appetite and regulatory context

Lead end to end model development projects from requirements gathering to implementation across Probability of Default (PD) Loss Given Default (LGD) Exposure at Default (EAD) IFRS 9 / ECL and stress testing frameworks

Design and implement credit scoring models leveraging alternate data sources (e.g. telco usage ecommerce behavior social and utility payment data open banking and digital footprint) to expand credit access and improve risk assessment

Present complex analytical findings in clear actionable terms for senior executives and risk committees provide best practice guidance on risk model governance regulatory compliance and validation standards

Support data science leads in identifying opportunities for cross selling data analytics AI / ML and adjacent risk modeling services

Support proposal writing RFP responses and client presentations to win new engagements

Guide junior data scientists and analysts in technical modeling techniques and client delivery best practices ensure quality and timeliness of project delivery

Promote knowledge sharing across project teams and practices

This is a hybrid position. Expectation of days in office will be confirmed by your hiring manager.

Qualifications : Basic Qualifications

• Bachelors or Masters degree in Statistics Mathematics Economics Finance Data Science or a related quantitative discipline PhD preferred for advanced modeling leadership roles.
• 12 years of experience in credit risk modeling with at least 3-4 years in a team lead or project management role
• Proven track record in developing validating and implementing PD LGD EAD IFRS 9 / ECL and stress testing models
• Experience across the full credit lifecycle application behavioral collections and portfolio monitoring models
• Demonstrated expertise in alternate data credit scoring e.g. telco utility social e commerce open banking data and integrating it into traditional risk frameworks
• Advanced proficiency in statistical programming languages such as SAS R Python and SQL
• Experience with machine learning techniques e.g. gradient boosting random forests neural networks and ensuring model explainability and fairness
• Ability to lead cross functional modeling teams and manage multiple projects simultaneously
• Strong stakeholder management skills able to engage with internal data teams risk committees regulators auditors and client leaders
• Excellent communication skills able to translate complex analytics into actionable business insights.
• Continuous learning mindset staying updated on emerging modeling techniques regulatory changes and industry best practices

Preferred Qualifications

Additional Information :

Visa is an EEO Employer. Qualified applicants will receive consideration for employment without regard to race color religion sex national origin sexual orientation gender identity disability or protected veteran status. Visa will also consider for employment qualified applicants with criminal histories in a manner consistent with EEOC guidelines and applicable local law.

Remote Work : No

Employment Type : Full-time

Key Skills

Arm,Risk Management,Financial Services,Cybersecurity,COSO,PCI,Root cause Analysis,COBIT,NIST Standards,SOX,Information Security,RMF

Experience : years

Vacancy : 1