Role and Responsibilities
- Build and maintain a world class analytics capability that delivers high quality solution for use by the businesses in lending decisions, impairment quantification and regulatory capital assessment
- Strengthen the models control environment, meeting the requirements various internal and regulatory policies and standards
- Guide the team to deliver validation of all models as per the governance calendar. Ensure minimum Dispensation, Breach and Waiver (DWBs) against the Group Model Risk Policy and Standards
- Ensure the distribution and adoption of technical best practice through cross-BU teams, driving productivity gains and efficiency savings through collaboration
Essential Criteria
To be eligible for this role you will need to have a :
- Masters in Statistics, Mathematics, Economics, operational research field, CA, Engineer, MBA/ BE / BTech
- At-least 10 years of experience in Analytics, building Credit risk model or model validation in a banking environment
- Experience in developing the best-in-class tools and models for large financial institutions
- Strong analytical background, data driven, results orientated, commercial focused
Must have work in retail banking domain having strong experience in retail banking products like credit cards/loans/mortgages etc.
Tools: SAS
- Good people management experience.
- Experience in banking domain mandatory.
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