Manager/Lead/AVP - Credit Risk - Retail Banking

Job Description :

Experience :

- Strong knowledge of the documentation aspect of model development is key as are the skills to present this information to peer review and independent review of model governance committees.

- Experience in developing Basel/Capital model on risk factors PD, LGD, EAD would be required with core focus on Retail business (Mortgages, Credit Cards and loans/advances ) exposure on stress testing model development would be desirable.

- Basel Modeling, PD, LGD Model Development or Analytics CV from any Competitor Bank / BFSI Vertical with 'Risk Management or Retail Risk exp.

- Collate, test and check independently sourced economics data (forecast and stress) and assess its robustness and fitness for purpose of model development.

- Credit Risk Model Development.

- Coordinate and identify historical data points for developing models

- Ensure adequate documentation and analysis in place for model review committee which involves peer review and independent review committees

- Prepare effective material for dissemination to key business stakeholders at all levels of seniority.

- Support ad-hoc requests in support of the business as necessary

- Ensure timelines around project deliverable are met and all the stake holders are informed about the status of the projects

- Work collaborative with STO management team to prioritize projects

- Drive standardization of analysis and processes to gain efficiency.

Skills :

- Basel Modeling, PD, LGD Model Development or Analytics from any Competitor Bank / BFSI Vertical with 'Risk Management or Retail Risk exp.

- Excellent communication skills with technical (the team) and non-technical (senior entity management around the globe) counterparts; being able to "translate" between the two worlds is the major thing in the day to day work.

- Knowledge of Retail Banking Products ( Mortgage, Credit Cards, loans and advances )

- Knowledge of credit risk or basel/capital model development

- Able to convert business needs into modeling needs.

- Experience on modeling tools and techniques and aware of recent advancements in the field

- Strong Quantitative background with knowledge of economic and econometric models

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation and graphical material

- Good organizational, analytical, problem-solving and project management skills.

- Preferably, familiarity with bank stress testing including loss and risk estimation techniques is preferred.