Head - Model Validation - Retail Risk

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