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15/06 HR
HR at Michael Page

Views:7560 Applications:45 Rec. Actions:Recruiter Actions:0

AVP/VP - Credit Risk Model Validation - Bank (7-15 yrs)

Mumbai Job Code: 462233

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 -

The Apply Button will redirect you to website. Please apply there as well.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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