AVP/VP - Model Monitoring/Data Warehousing

Looking for AVP/VP- Model Monitoring/ Data Warehousing candidate for one of our leading MNC client.

Key Accountabilities :

Build and maintain a world class analytics capability that delivers high quality solution for use by the businesses in lending decisions, impairment quantification and regulatory capital assessment.

Strengthen the models control environment, meeting the requirements various internal and regulatory policies and standards, and leading the delivery of model monitoring requirements.

Plan and prioritize projects and resources in discussion with the stakeholders. Monitor and drive plans to achieve successful completion of work as per the time, budget and quality standards. Ensure service delivery in line with business expectation and as per the agreed SLAs.

Work extensively with the onshore stakeholders to identify and exploit opportunities for effective migration of processes

Drive process improvement through model monitoring automation, standardization and centralization

Communicate strategic developments within the business area. Build effective communication channels to ensure open communication and address issues/concerns raised by the team

Partner with stakeholders to deliver comprehensive analytical skills training programme.

Engage with the key stakeholders to design and adopt best-in-class standards for the model monitoring and governance processes

Drive smooth functioning of Model Monitoring Review Committees by providing support to the end-to-end governance execution and decision making process. Ensure periodic notification to Group Risk and senior management

Identify appropriate internal and external data sources and gather information to support analysis

Candidate Requirement:

- Extensive experience in consumer credit risk management and/or analytics across customer lifecycle, Impairment, Basel II etc.

- Knowledge of retail financial services portfolios. Awareness of the economy, market and customer trends affecting the business

- Familiarity with modelling techniques and their value in business (Statistical Techniques, Econometrics, Multivariate Analysis, System Dynamics, Stochastic Processes, Linear and Non Linear Programming etc.)

- Team, project and stakeholder management experience

- Prior knowledge of model monitoring and related decision making process

- Proficiency in SAS and SQL, or other suitable statistical programming language and automation tools

Education

Masters in Statistics, Mathematics, Economics, operational research field, CA, Engineer, MBA