AVP - Retail Analytics & Decision Sciences (Retail Bank)
About Our Client :
Our client is one of the largest global Banks with demonstrated strengths across Corporate Banking, Consumer Banking and Investment Banking. They are significantly ahead of the curve in one of the largest Analytics franchises in India. They are looking for an AVP in the Decision Sciences, Wholesale Credit and Market Risk Model Validation team and would be responsible for meeting the regulatory requirements on model risk management & governance by clearly articulating model validation & monitoring standards.
Job Description :
Description of Role :
- The AVP - Decision Sciences, Wholesale Credit and Market Risk Model Validation role is responsible for meeting the regulatory requirements on model risk management & governance by clearly articulating model validation & monitoring standards.
- Is role is also responsible for implementing the validation and monitoring standards of all types of models for wholesale credit risk measurement for the Group and Regions.
- Addition to model validation and monitoring, this role is also responsible to understand the requirement from the business and provide analytical support to them to facilitate model governance
Responsibilities :
- Lead model validation and monitoring projects globally to harmonize and coordinate with regional activities.
- Functionally drive the validation methodologies and design the global validation framework
- Engage with credit and businesses to manage model risk.
- The job-holder's responsibilities cover the model validation of all models included in the Wholesale Credit Risk function
The Successful Applicant :
As a Successful Applicant, you need to have :
- At least Bachelor's in any of the following fields: Economics - Engineering, Stats/Mathematics Experience:
- At least 8 years of professional experience in Model Validation Monitoring
- Understanding of regulatory implications and relevance
- Hands on experience with SAS is a must have
- Prior experience in model development and validation in wholesale credit and (or) traded risk domain
- Understanding of regulatory implications and relevance
What's On Offer :
The opportunity to work in an important leadership role with one of the largest Global Banks. Learn, contribute and grow in an international culture
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