AVP - Statistical Modeling - Wholesale Banking

Leading Bank with Center of Excellence in Analytics at it's captive Center at Bangalore, is looking at AVP levels, a strong statistician from a Captive Bank with strong Statistical Modeling skills and good team management skills for a very strategic role, detailed below:

This role will be responsible for leading the offshore model development and analysis performed on Wholesale Credit and Traded Risk models

- Lead model, policy and systems development projects globally to harmonize and coordinate with regional activities.

- Engage with credit and businesses to manage model risk.

- Needs to manage a team of Analysts and Managers, provide quality development documentation for all wholesale credit and traded risk models

Qualifications

- At least Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- MS / MBA in Finance

Experience

- Around 10 years of professional experience in financial 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

- Strong knowledge of wholesale credit risk and global banking and market products as well as Basel 2 and Basel 3 framework