Vice President - Model Development - BFS

Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Are you interested in risk modeling? Are you wondering where the limitations of a model are? For our independent Development team we're looking for someone like that who can carry out project-based independent model Development in line with the model governance policy, supplementary documents, and regulatory requirements, notably

- Currently hiring for Multiple clients based in Mumbai

- Have Multiple roles open for people with Experience into

- Credit Risk Model /Scorecard model/ CCAR / PPNR/PD/LGD/EAD/Acquisition Models

Profile:

Model development is an independent oversight function. The Mumbai center is one of the five locations across the globe and is responsible for development and maintenance

Description

- Develop credit scorecard models and segmentations/ PD/LGD/EAD/PPNR/Loss forecasting models

- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

- Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

- Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear/nonlinear optimization, etc.) skill

- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- People with Model Development & Model Validation can Apply