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.
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