Assistant Vice President - Model Development - BFS

Assistant Vice President - Model Development

Mandatory Skills :- Model Development, Regulatory Models (Basel, Stress Testing, CCAR, CCAD, IFRS) and SAS

These are mandatory skills, if you have hands on experience in all only then you can apply for this role.

Individual contributor in performing complex analyses and development of credit risk scorecards for Retail portfolios. Ability to work independently.

What will you be doing?

- Responsible for development of new models including calibrations of existing models and associated analytics.

- Ability to think through independently and drive solutions to business problems.

- Models to be developed can be of any type - Credit Decisioning, Regulatory Capital and Impairment.

- Ensure compliance in the development of models with respect to internal and regulatory guidelines (if applicable)

- Ensure model documentation as per internal and regulatory guidelines.

- Ensure smooth testing and implementation of the developed models.

- Work closely with Model Monitoring team to support smooth tracking of the models after being implemented.

- Working with cross-functional stakeholders, driving value by developing innovative modelling and analytical solutions, which will lead in credit risk management.

- Effective engagement and participation in governance committees to demonstrate the outcomes and benefits of modelling and analytical solutions using presentation skills, technical acumen, and knowledge of the wider business environment.

- Awareness of the wider environment; have a good sense of business drivers from a risk perspective.

What we're looking for:

- Strong extensive experience in Credit Risk Model development and implementation of models.

- Prior Strong Experience /Proficiency in Advanced modelling techniques - Machine Learning models (a must)

- Ability to work independently and prior experience working on huge amount of data.

- Prior exposure to Capital /Basel II models

- Prior Strong working experience knowledge of Python (a must)

- Strong knowledge of SAS software.

- Experience working on Dev-Ops Tools - Jira, Bitbucket

- Ability to maintain good relationships cross functionally, using strong interpersonal communication skills and an ability to influence and drive recommendations.

- Strong track record of delivery.

- Flexibility and ability to operate in a fast-paced, changing environment

Skills that will help you in the role:

- Knowledge of impairment models/ stress testing models

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience

- Knowledge of implementation platform like Model Execution Framework