AVP/VP - Credit Risk Model Validation - Bank (7-15 yrs)
Industry - Banking
Skills - Modeling; Validation; Risk Analytics; Credit Risk;
Job Type - Permanent
Job Description - Opportunity to manage the entire the model governance portfolio for a large global bank
Client Details
Our client is one of the largest global Banks with established strengths across Corporate Banking, Consumer Banking and Investment Banking. They are looking for an AVP/VP for their Risk division.
Description
As part of this role, your responsibilities would include:
- Validating and Documenting Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models and correlations for the cards/loans/current accounts/mortgage portfolio.
- Ensuring that the review, validation, and implementation of each model is completed in accordance with the detailed work plan
- Ensuring that all model related work meets regulatory requirements and internal policy standards.
- Driving adoption of best practices and dissemination of group risk policies and procedure to different portfolio risk teams with specific focus on segmentation models
- Managing relationship with business heads and other international stakeholders to support them in statistical and risk modelling
- Exploring and implementing alternate modeling/segmentation techniques
Profile
As a successful applicant you should have
- Masters or Doctoral degree with a specialization in Economics, Statistics, Mathematics, or other quantitative discipline
- At least 8 years of relevant experience in the credit risk modelling/validation space
- Experienced in developing, implementing and monitoring credit strategies across authorizations, underwriting, existing customer management and collections
- Good programming skills in advanced SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environments
Job Offer
An opportunity to be a part of an established and meritocratic environment in an MNC based in Mumbai
To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Sonal Chhabraon on +91 124 452 5425.
Contact - Sonal Chhabra -
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