AVP/VP - Risk Model Audit & Review - Credit & Market Risk - Bank

AVP/VP - Risk Model Audit & Review - Credit & Market Risk

Industry : Banking

Skills : Risk analytics, credit risk, ICAAP, LGD, PD, EAD, modelling, modeling, model development, model validation, validation

Job Type : Permanent

Description : This is an excellent opportunity with one of the largest global Banks. The role has a global remit/scope with strong influence on the Risk Modeling Function and interface with international Banking regulators.

Client Details :

- Our client is one of the largest Global Banks with demonstrated strengths in both Commercial and Retail Banking. They are in the process of setting up a new global team that would be responsible for carrying out model audits for over 3000 models at a global level and are looking to hire seasoned professionals that have a solid background in risk modeling.

Job Description :

Reporting in to the Head of Model Audit, some of your key responsibilities will be :

- Act as a Functional and Thought Leader to a team, you would be responsible for carrying out model audits across Credit Risk (Retail & Wholesale) and Market Risk

- Essay an instrumental role in the establishment of a new centralized team in Mumbai that will have a transformational impact on model development and model monitoring, and glean insights from the entire suite of products across the Portfolio

- Overall responsibility for a 'health check' of all model developments, and/or changes to existing Models and related infrastructure

- Provide continuous support to other functional teams across Credit and Market Risk teams globally

- Assume the role of 'the Face of the Bank' with International Banking regulators

- Support the implementation of Credit Risk Models

- Leading Senior People and addressing senior strategic organizational issues

Profile :

As the successful applicant, you will :

- Have 8+ years (for AVP) and 10+ years (for VP) of demonstrated experience in Risk Analytics along with a degree in a quantitative discipline from a top tier institute

- Have solid background in risk model validation or model development with exposure to regulatory aspects like Basel II & III, or Application Scorecards, Behavior Scorecards and Collection Scorecards

- Have Expert knowledge of Credit Scoring Techniques and Core Banking Systems

- Have strong focus on quality control and attention to detail

- Possess advanced statistical software skills with tools like SAS, Access, and Excel

- Be a people manager with experience of managing senior business leaders

- Demonstrate a sophisticated international outlook and a strong executive presence

Job Offer :

Excellent Opportunity to work with in a senior leadership role with one of the largest Global Banks

Contact - Karan Madhok

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