Assistant Vice President - Decision Sciences - Bank

Client: Leading bank -Listed on the London, Hong Kong, New York, Paris, Bermuda stock exchanges.

Job Description : 

Knowledge & Experience / Qualifications :

Qualifications : 

- Masters / Graduation in any numeric discipline

- Statistics / Economics

- Engineering (or B-tech with relevance experience)

- Maths
 
Experience: 

- Around 9+ years of professional experience in financial services in Analytics for BFSI domain into data management and analysis. Knowledge of at least one of retail credit or wholesale credit.

- Relevant working experience in a bank, rating agency, consultancy or advisory firm (7+ years)

- Data Warehousing experience, including proficiency in manipulation of large data sets and excellent understanding of credit risk related data

- Strong data analytics background

Required Skills : 

- Open personality with effective communication skills

- Strong data manipulation and analysis skills (e.g. SAS/SQL, R, Oracle, Python)

- Should be adept in using MS Office with exceptional MS Excel Skills. Exposure to VBA will be advantageous.

- Experience and Exposure to visualization technologies such as Qlikview/ Spotfire/ Tableau

- Excellent communication skills, both verbal and written, and the ability to maintain close working relationship with related parties in an international environment

- Manages self to deliver own work within timelines

- Ability to organise presentations, trainings, workshops

Principal Accountabilities : Key activities and decision-making areas

Impact on the Business/Function

- Key to re-development and monitoring of (AIRB) credit risk models

- Globally consistent processes

- Enhanced data processes to allow more efficient model validation and development

- Lead identification of data sources and obtain appropriate access

- Formal documentation of data sources and any processing for sign off

- Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them. Any errors may impact regulatory model development or reporting which may result in RWA or damage to our reputation with regulators

- Support and lead the preparation of data for model build, enhancement and deployment of wholesale credit risk models, as directed, to allocated RWA, CRR,EAD, LGD or Economic Capital / provisioning measures and top support the business

- Assist the development team in the preparation of MI, portfolio analysis and impact analysis

Typical Targets and Measures

- Data sourced for risk models

- Co-ordination with regions for consistency of approach and implementation

- Design and implementation completed within agreed timelines

- Positive feedback from team members and stakeholders

- Increased operational efficiency and reduced time required to source data for modelling & validation

- Assist on the development of new wholesale credit risk scorecards (Application, PD, LGD, EAD) for global portfolios

- Support deployment and maintenance of credit risk models on existing risk systems

City:Bangalore

Annual Salary-32 LPA INR