VP/AVP - Credit Risk Analytics - Model Reviews - BFS

We are hiring for a leading financial institution in Bangalore.

This role is to lead Independent Model Review function. The role demands credibility in terms of both experience and subject matter expertise in reviewing areas within risk such as Basel Modeling and Quantification, Data Quality and Operational Risk.

KRAs :

- Required to expand the scope of responsibilities from a defined set of model and model validation reviews to include reviews of models developed

- The role is accountable for providing subject matter expertise in reviewing areas within risk such as Basel Modeling and Quantification, Data Quality and Operational Risk

- The person should have good understanding of regulatory requirements and its implications for developing risk controls.

- The role would require the to support reviews of models supporting Origination and Account Management, Retail Basel systems (PD, LGD, EAD Segmentation and Quantification), Operational Risk and Enterprise Wide Stress Testing (etc.).

Requirements :

- Bachelor's degree in mathematics/ statistics/ economics or equivalent experience; Master Degree preferred.

- Minimum experience of two years at Lead Manager level managing team having strong functional/ regulatory focus.

- Ability to interact with various functions and lead Global projects through virtual teams is critical. Excellent interpersonal, leadership, analytical and organizational skills are essential.

- Demonstrated initiative and the ability to manage multiple priorities in a changing environment are necessary.