Vice President - Statistical Modelling - Global Scenarios Group - Investment Banking

- This role would be part of the Global Scenarios group within Enterprise Operational Risk Management division; leading the team in Mumbai.

- The Global Stress Testing group is responsible for developing stress testing methodologies on a Global basis and present the scenario results as well as impact analysis to senior management; within the organization.

- The role involves close collaboration with experts across the business, covering Market Risk, Front Office, CFO and CRO across all divisions: Investment Banking, Private Banking, Asset Management and Wealth Management.

- The successful candidate would be expected to further integrate stress testing results with business decision making process.

- The candidate would be familiar with the SR11-7 standards on the modelling frameworks.

- Contribute to the development of PPNR models that would feed into internal risk appetite and limit setting processes

- Excellent financial/statistical modelling skills with a strong quantitative background

Graduation from a top tier technology or management institute

- Strong knowledge of Investment Banking or Wealth Management

- Experience across various asset classes

- Experience in leading a team

- 10+ years of relevant experience

- Excellent communication skill