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22/10 Diksha Uniyal
Associate Director - Human Resource Practice at Michael Page

Views:4433 Applications:70 Rec. Actions:Recruiter Actions:25

VP - CCAR/Basel Modeling - Bank (10-15 yrs)

Mumbai Job Code: 171439

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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