Assistant Vice President - Credit Risk Analytics - Global Banking

Assistant Vice President - Credit risk Analytics - Global banking (Mandatory: Credit risk + strong Python programming)

We are currently seeking an experienced professional to join our team in the role of Assistant Vice President

Business: Global Banking

Principal responsibilities

The incumbent will be required to work extensively in an integrated team environment to work on portfolio MI and reporting, exploratory data analysis, data anomaly identification and remediation

The role holder will be specifically responsible for the technical delivery of analytical capabilities across Wholesale Portfolio Management and Credit and Lending.

- Perform model governance for the banks Wholesale pricing model including model monitoring, remediate IMR/audit findings & queries.

- Support deep dive analysis on the credit and lending portfolio like identification of low return clients and analysis of concentration risks, Credit Risk and RWA consumptions and trends

- Develop and build an understanding of the Basel norms around the key metrics for credit such as Expected Loss, Risk Weighted Assets (RWAs), Exposure at Default, Probability of Default, Credit Risk Rating and Loss Given Default

- Analyze the credit risk composition and the drivers of credit risk & profitability metrics of the global wholesale credit & lending portfolio

- Help associates in developing an in-depth expertise in the assigned sector, industry, region, country and client relationships within the portfolio

- Work independently; lead execution on straightforward situations; effectively deploy internal and external resources

- Understand and ensure compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved

Qualifications

- Must have 8-12 years of relevant work experience

- MBA in Finance from a reputed institute preferred

- Understanding of Basel norms/Risk Weighted Assets is highly desirable

- Credit risk (PD/LGD/EAD) or pricing model development/model validation experience is desirable

- SQL/Python/PySpark is required

- Good understanding of credit risk concepts and risk & return profitability measures

- Good understanding of corporate finance, banking and associated Bank book products & trading-book products

- Proficiency in working with huge volumes of data and data visualization techniques

- Competency in Microsoft office applications, especially MS Excel, MS-Access and Power-point presentations

- Knowledge of working with Tableau, QlikView or QlikSense or any other data visualization software is desirable

- Knowledge of working with Alteryx/SAS/SQL/Python, R or any other programming language is desirable

- Excellent communications written and verbal and interpersonal / team skills

- Experience and ability to operate in a global setting / interact with Business Partners and Senior Management