VP/Manager - Credit Risk Modeling - Consulting Firm

About Our Client :

Our client is one of the largest consulting firm and is in the process of growing their Risk Analytics function in Delhi NCR. They are looking to hire specialists having excellent exposure in credit risk model development & validation domain (LGD, PD, EAD, Basel, IFRS9, etc)

Job Description

Reporting in to the Risk Lead, some of your key responsibilities will be :

- Act as a Functional and Thought Leader to team of highly skilled Risk Specialists focusing on Global Model governance frameworks across Credit, Market, and Operating Risk

- Overall responsibility for approval of all Model Developments, and/or changes to existing Models and related infrastructure

- Provide continuous support to other functional teams across Credit and Market Risk teams globally

- Work on strategies and capital estimate modeling of PD, LGD, and EAD models that apply to portfolios across the credit life cycle

- Assume the role of 'the Face of the Bank' with International Banking regulators

- Support the implementation of Credit Risk Models

- Leading Senior People and addressing senior strategic organizational issues

The Successful Applicant

As the successful applicant, you will:-

- Have 7-12 years of demonstrated experience in Credit Risk Analytics

- Be a Skilled Risk Modeler in Regulatory aspects like Basel II & III, or Application Scorecards, Behavior Scorecards and Collection Scorecards

- Have a Masters Degree in a quantitative discipline from top tier Institutes like IITs, ISI, IIMs, MDI, XLRI, FMS, or top Global Schools

- Have Expert knowledge of Credit Scoring Techniques and Core Banking Systems

- Have strong focus on quality control and attention to detail

- Possess advanced statistical software skills with tools like SAS, Access, and Excel

- Be a people manager with experience of managing senior business leaders

- Demonstrate a sophisticated international outlook and a strong executive presence

What's on Offer

Excellent Opportunity to work with in a senior leadership role with one of the largest Global Banks. The organization is known to encourage Work Life Balance and promotes International Mobility