Vice President - Credit Risk - Basel Modeling

Vice President

Only Female candidates

- At least 12 Years of relevant work experience of using statistical concepts and (or) machine learning models to solve complex business problems.

- At least 10 years of work experience related to Credit Risk in Financial domain.

- Strong working experience in IRB or IFRS9 model - Retail or Wholesale, Development or Monitoring

- Experience in managing teams across different levels.

- Strong & effective communication skills. Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas.

- Strong stakeholder management skills and seamless delivery of analytics initiatives across markets

- At least Master's degree in Mathematics, Statistics, Economics, Engineering, Computer Science, Management, or other quantitative fields of study

- Proficiency in SAS / Python and MS Office tools like Excel & PowerPoint

- Business problem solving skills is essential.

- Strong business acumen with out-of-the box thinking to drive improved business performance.

- Strong knowledge and understanding of financial-services/ banking-operations.

- This role will be responsible for leading the Regulatory (IRB) or Economic Response Model Risk Evaluation team

- Lead and responsible for Model monitoring and Annual Assessment activities related to IRB or IFRS9/CECL/ST models for all Wholesale portfolios across the Globe.

- Lead in different functional activities as required for business or regulatory needs.

- Ensure the Model Risk Evaluation function for IRB or IFRS9/ST models are compliant to all internal policies and control requirements.

The team also carries out monitoring of all Stress-testing models applicable within Wholesale business