Manager - Model Monitoring/Validation - Investment Bank (8-12 yrs)
The job holder is expected to:
- Be a part of model monitoring projects globally to harmonize and coordinate with regional activities.
- The Manager - Decision Sciences, Model Monitoring role is responsible for providing necessary analytical support to the Senior Management in preparing the model monitoring reports following the established IFRS9 standards
- The Manager is expected to keep oneself updated of the tools and techniques used in the model validation
- Prior knowledge on R, Python, Tableau is plus.
- Working knowledge in SAS is mandatory.
- Participate to global initiatives as well as cross-risk projects
- Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.
- At least Masters in any of the following fields:-
- Engineering (or B-tech with relevance experience)
- MS / MBA in Finance
- At least 5 years of professional experience in financial services in risk domain
- Understanding regulations of different countries from impairment perspective is crucial
- Candidate should be hand on and should know in depth concepts of PD, EAD, LGD model, impairment calculation
- Prior experience in model development and/or validation in wholesale credit is a plus
- Understanding of regulatory implications and relevance
- Management of project teams, both direct and matrix
- SAS, Tableau
- Knowledge of wholesale credit risk and global banking and market products as well as Basel 2 and Basel 3 framework
- Prior experience in IFRS9 model in plus
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