Model Development Role - Wholesale Risk Analytics - BFS

This role will be responsible for supporting Wholesale Risk Analytics and data driven decision making across the Group and regions. This role reports into the AVP for Wholesale Risk Analytics

Knowledge & Experience / Qualifications :

Qualifications :

- Masters in any numeric discipline

- Engineering (or B-tech with relevance experience)

- MS / MBA in Finance

- Stats/Maths

- Economics

Experience :

- 5+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred

- Understanding of commercial banking and wholesale related products would be added plus.

- Advance SAS / R / Matlab / Python knowledge is pre-requisite for the role

Skills :

- Good risk modeling skills with experience to work under regulatory framework

- Good understanding of wholesale risk and risk systems

- Understanding of regulatory policy and implications and relevance

- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9)

- Systems, datamart or software development or integration experience, as appropriate

- Business change management experience

- Management information and reporting design experience

- Virtually leading and managing various kinds of analytics projects

- Able to progress multiple tasks at the same time

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/time zones where appropriate

- Prior experience in dealing with business partners across the globe

- Analytics project and (or) regulatory reporting skills

- Excellent MS Office skills, SAS, Matlab

- Data manipulation and number crunching

- Able to work independently, with minimal supervision

- Highly focused on project delivery, attention to detail

- Excellent written and verbal communication skills

- Hands-on statistical knowledge with scorecard /econometric model development capability

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible, pragmatic

- Strong documentation and summarizing skills for senior audiences