Assistant Vice President - Regulatory & Risk Analytics - Bank

Role: Assistant Vice President - Decision Sciences

Business: Regulatory & Risk Analytics

Description of Role

- Global Analytics Centre (GAC) with the company provides analytics support to various group businesses and functions under . Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring and reporting, information management and business intelligence. The deliverables form the basis for strategic planning by the senior management for businesses and enables effective decision making to satisfy business needs and requirements along with addressing unforeseen challenges.

- GAC - Regulatory Risk Analytics, Wholesale Credit and Market Risk (WCMR) department within GAC is an extended team of Group - Regulatory & Risk Analytics for Wholesale Credit & Market Risk portfolio across Group & Region to provide analytical support in Model Development & Implementation, Model Validation & Monitoring, Portfolio Management & Capital Allocation and Project Management & Policy Designing.

- The Model Validation Team within GAC - Regulatory Risk Analytics, Wholesale Credit and Market Risk (WCMR) department provides support in validation and monitoring of BASEL governed Wholesale Credit & Traded Risk Models .The team also responsible for validation and monitoring of Stress Testing, Economic Capital and IFRS 9 Models, regulatory reporting and process reengineering to enhance efficiency.

Qualifications

Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- MS / MBA in Finance

Experience

- Minimum 8 years of professional experience in analytical services

- Prior experience in model development and validation in wholesale credit and (or) traded risk domain

- Understanding of regulatory implications and relevance

- Management of project teams, both direct and matrix

Skills

- Highly focused on project delivery, attention to detail

- Excellent written and verbal communication skills

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible, pragmatic

- Good estimating and planning skills

- Strong financial management and budget control skills

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/timezones where appropriate

- Strong knowledge of wholesale credit business and wholesale credit products as well as Basel 2 and Basel 3 framework

- Open personality and effective communication skills, ability and flexibility to work in an international team

- Ability to write clear and understandable documents

Sowrabh