Assistant Vice President - Risk Analytics

You will be responsible for driving credit risk analytics, portfolio monitoring, underwriting insights, scorecard development, policy optimization, and risk strategy for the LAP and Gold Loan portfolios. The role requires leveraging data analytics to improve portfolio quality, profitability, collections effectiveness, and customer acquisition while ensuring adherence to regulatory and internal risk frameworks.

Portfolio Risk Management:

- Monitor and analyze portfolio performance across Secured Loan products.

- Develop and maintain portfolio risk dashboards, MIS, and early warning indicators.

- Conduct vintage analysis, roll-rate analysis, delinquency tracking, and portfolio segmentation.

- Identify emerging risk trends and recommend mitigation strategies.

Credit Risk Analytics:

- Build and refine credit underwriting scorecards and risk assessment models.

- Perform borrower behavior analysis to improve credit decisioning.

- Evaluate policy changes and assess business impact using analytical tools.

- Analyze customer profiles, bureau data, repayment trends, and alternate data sources.

Risk Strategy & Policy:

- Recommend customer segmentation strategies.

- Design acquisition and portfolio management strategies to balance growth and asset quality.

- Conduct scenario analysis and stress testing exercises.

Data Analytics & Model Management:

- Lead development, validation, and monitoring of credit risk models.

- Drive predictive analytics initiatives for default prediction and collections optimization.

- Partner with Data Science and Technology teams for model implementation.

- Ensure model governance and compliance with internal standards.

Collections & Portfolio Quality:

- Analyze collection performance and recommend interventions.

Regulatory & Governance:

- Ensure alignment with regulatory guidelines.

- Support internal and external audits related to risk analytics.

- Prepare presentations for Risk Committees, senior management, and Board reviews.

Requirements:

- 8 - 12 years of experience in Risk Analytics within NBFCs.

- Hands-on experience in LAP, Mortgage, Secured Lending, Gold Loans, or Retail Assets.

- Experience in credit risk, portfolio analytics, scorecard development, and risk strategy.

- MBA (Finance), CA, CFA, FRM, Statistics, Mathematics, Economics, Engineering, or equivalent quantitative discipline.

- Certifications in Risk Management, Analytics, or Data Science preferred.