Vice President - Credit Risk Modelling/Operational Risk - Banking Domain

Position in Credit risk Modelling/ Operational Risk in Banking domain in Noida

Model Development :

- Liaise with industry experts and FSA to ensure that approach is consistent with best practice and is acceptable to regulators

- Conduct statistical analysis of loss data

- Design and develop improvements to the AMA model

- Coordinate internal validation of models

Operational Risk Analysis & Reporting :

- Analyse operational risk data and provide analyses and reports with the purpose to enhance the ORAC database quality for Operational Risk events.

- Review and challenge operational risk assessments and analysis by BUs

- Calculate quarterly and monthly capital requirements using AMA model and prepare reports

Stakeholder management and leadership :

- Participation with stakeholders across the business in order to understand their issues, objectives and priorities; suggest and discuss potential solutions.

- Help to communicate the results of the models developed or other analytics to business owners; help to drive business actions based on the results.

- Help manage the trade-off between tactical and strategic to meet customer needs.

Decision making and problem solving :

- Driving increases in value by developing innovative modelling and analytical solutions which improve the credit risk management / mitigation process, further ensuring the implementation and appropriate use of models for stress testing purposes

- Be pro-active in identifying and analyzing the value of incremental information sources

Requirements for Vice President - Modelling :

- Prior experience in an economic or regulatory capital modelling role

- Strong knowledge of analytical and mathematical modelling techniques

- Good knowledge of regulatory framework relating to operational risk

- Prior experience in Operational risk concepts and risk measurement techniques is a prerequisite for this role, but the applicant should be able to demonstrate an interest in the topic.

- Highly competent in statistical analysis (eg distribution fitting, regression analysis, correlation analysis, convolution of distributions, simulation techniques)

- Advanced Excel capabilities

- Matlab and/or Mathematics programming experience desirable

- Excellent organisational skills to ensure timely delivery of Regulatory and Economic Capital reporting and other deliverables

- Strong networking skills to engage Business Unit operational risk teams

- Excellent communication skills, written and oral, able to communicate complex concepts in plain English

For any queries please contact

Shilpi
9654213771/9212985332