AVP - WMR - GAC Regulatory & Risk Analytics - BFSI

AVP-WMR

Description of Role :

- Global Analytics Centre (GAC) provides support to various business groups and functions and the job involves data analysis, model design, validation and calibration of credit, market and operational risk models.

- It also feeds into strategy development and implementation, reporting and data management.

- It forms the information 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 and Risk Analytics (GAC RRA,WMR) team is a dedicated wing (within the wider GAC umbrella) for serving wholesale credit and market risk functions for the Group, working across regions.

- This role will be responsible for supporting the portfolio analytics and data based decision making across the commercial banking portfolios within the group.

- This would include analytics support towards portfolio credit risk management with primary contribution focus towards global roll out of the IFRS9 Impairment calculation methodology framework.

- Additionally, depending on the priority delivering the Stress testing models for wholesale portfolio for various regions would be additional focus.

- This role reports into the Team lead for Portfolio & EC Analytics, Regulatory and Risk Analytics, WMR.

Role Purpose (overall high level summary of the role) :

- Help in designing and implementing the various Group frameworks in GAC related to IFRS9 model parameters and finally help in deploying these into regions.

- Develop and deliver Wholesale Stress testing model for Group based on the priority regions.

- Manage overall project pipelines from GAC and provide best in class solutions to Group on the above analytical problem. A hand on analytical deep dive into the process and designing solutions is must requirement for the role.

- Innovate, Drive standardization across regions by owning and delivering various Portfolio analytics Global standard solutions out of GAC

- Manage a small team of people engaged in executing the Global projects and take responsibility of their deliverables

Principal Accountabilities : Key activities and decision making areas :

- Manage the IFRS9 Impairment methodology and/or Stress testing modeling to achieve the global objectives of RRA-WCMR (includes hands on delivery, resource allocation, manage project pipeline and update management on progress)

- Accountable to the Team lead, Portfolio Analytics & EC, and Head of Wholesale Analytics, RRA-WMR

- Maintain strong working relationships with multiple stakeholders including Group and various regions depending on the priority

- Drive quality outputs and design solutions to analytical problem ( IFRS9 / Stress testing ) from GAC and create capability

- Mentor and develop resources including up gradation of their skills.