AVP/VP - Wholesale Credit Analytics - Bank

About the Company: Leading Global Bank

Designation: AVP / VP - Wholesale Credit Analytics

Location: Mumbai

Experience: 6-15 years

Job Responsibilities:

1. Head the Bank's Commercial/Wholesale Credit Analytics function.

2. Lead the development of fit for purpose wholesale banking credit risk models (PD, LGD & EAD) and tools used to assist in transaction approval, risk/return assessment, determination of loss impairment and portfolio management, including all analytical modeling aspects of the Regulatory Capital Framework.

3. Drive the development and implementation of reports and metrics that enable executive committee and business management and regulators in assessing the quality of the Bank's wholesale assets.

4. Carryout Credit Risk Stress Tests, Independent Validation and Review of Rating Systems and the Bank's compliance with the requirements under the new capital framework .

5. Carryout Independent Validation and Review of Global Credit Risk Models and those developed by other Group Offices as and when required.

6. Review the Risk Rating process and ensure the quality and integrity of the data used in the ratings process and regulatory capital reporting

7. Represent Wholesale Credit Risk function in the Bank's Committees for Model Oversight, Risk Appetite and Stress Testing.

8. Represent Bank Canada at the North American Credit Analytics Oversight Committee for Wholesale Portfolios and Global Analytics forums.