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27/11 Shubhi Gupta
Recruitment Professional at Mancer Consulting Services

Views:2300 Applications:27 Rec. Actions:Recruiter Actions:15

Head - Model Validation - Retail Risk (10-15 yrs)

Bangalore Job Code: 280904

Responsibilities :

- Head of Group Model validation (GMV) - Bangalore Hub

- Providing functional leadership to a team of highly skilled specialists, focusing on the Group's governance framework overall Credit, Market and Operating risk models

- Assist with the completion of the approval process for Retail Business Unit or Credit Analytics proposals for changes to decision models and/or strategies and related tools

- Ensure model developments conform to GMV approved build standards

- Undertake independent testing and validation of new or changed credit models prior to their implementation

- Provide ongoing support to other GMV Credit and Market Risk streams globally and locally

- Manage a team of 10-12 FTEs with the responsibility of scaling it upto 20

Desired Skills :

- Post graduate qualifications in statistics, econometrics, mathematics or actuarial.

- Team leadership experience in a technical role with multiple reporting structure

- Significant experience in building credit scoring and other credit and market risk models across a broad range of products (10+ Years)

- In depth knowledge of the Basel 2 regulatory framework and capital measurement techniques (including, spot and long rung PD's and downturn LGD- s)

- Knowledge of Retail Credit Decision Systems and associated infrastructure

- Effective communication and business engagement skills at senior levels

- Strong focus on quality control and attention to detail

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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