Director/Head - Risk Analytics & Engineering - BFSI

Job Description

This Leadership Role is in India Risk and reports to the Head of India Risk. In this position you will be responsible for leading the Analytics and Engineering division of Risk in Markets India.

What the Business does:

Risk Analytics & Engineering is aligned with Enterprise Wide Risk vertical. It houses all central quantitative Risk functions including Risk Models & Methodology development and management, and analytics for Counterparty Credit Risk Management.

Your Responsibilities:

- Role Holder will provide leadership & oversight to following teams/areas - on model performance and testing to support capital waiver requirements.

- Market Data Methodology - Designing Data Architecture and implementing Data Quality Monitoring tool to support compliance.

- Counterparty Credit Risk Measurement- Leading pre-deal estimation for limit utilisation for Exotic Derivatives trades and be the 2nd line oversight to Prime Services Risk Management.

Your responsibilities will include -

- Guiding, coaching and supporting new risk metrics methodology, standards and toolsets; building capability and driving bank-wide compliance.

- Managing a complex matrix of multiple senior stakeholder engagement within global Risk, Finance, IT, and Front Office towards various transformation and technology improvement projects.

- Developing and maintaining a suitably flexible team structure and approach that can adapt to changing priorities, including ad hoc requirements and enquiries (both internal and external (e.g. regulatory)) and when business continuity plans are invoked.

The Skills You Will Need:

- Atleast 12 years of proven experience in data-driven analysis and statistical or stochastic modelling.

- The role requires a broader understanding of Traded Risk, including an understanding of Rates, FX, Credit asset classes.

- Ability to effectively provide technical, execution and operational guidance to various sub-functions.