Associate Director - Human Resource Practice at Michael Page
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VP - CCAR/Basel Modeling - Bank (10-15 yrs)
VP- Basel & CCAR Modeling
Mumbai City - Permanent
- Senior Leadership Role
- Growth Prospective Role
About Our Client
Our client is a leading MNC Bank which has seen stellar growth in the last decade. Having started their analytics practice a few years back, they are very ambitious to grow it further and develop world class talent of enterprising individuals. Therefore, they are looking for a VP in Basel Modeling for their Analytics domain
Job Description
Being a VP you will be directly reporting to the SVP,where your key responsibilities will be:
- Hands on building Statistical models in the Risk domain
- Working with PD. LGD, EAD Models with Basel III Regulation
- Working with CCAR understanding post 2008 turmoil with respect to Banking operations
- Working with Economic Capital framework complimented with building statistical modeling
- Developing Econometric forecasting models for retail and Liability portfolio
- Evaluating the impact on all the product models of various scenarios using CCAR submissions
- Development, documentation and testing of product models needed in Risk management domain
- Coordinate with local risk management to insure product models to reflect risk exposure
The Successful Applicant
The successful candidate must have -
- 10 years of relevant experience in statistical modeling in BFSI
- Experience in developing econometric forecasting regression models
- Demonstrated leadership and team management skills and ability to managing multiple projects and deadlines
- Experience in analyzing the large data sets to build models
- Experience in model validation, documentation and tracking
- Strong communications and interpersonal skills
- Excellent data translation skills into meaning business insights
- Must have a Masters degree (Economics/Statistics) from a Tier 1 college
What's on Offer
This is an excellent opportunity to develop your career within one of the prestigious banks. They provide excellent career path and a high level of internal mobility (locally as well as internationally) for the successful employees. Besides our client can offer a dynamic and exciting work environment with constant challenges opportunities. Candidates with the right attitude and experience will be offered a highly competitive package
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