VP - Wholesale Credit Risk Modeling - IIT/ISI/IIM/MDI/XLRI/FMS/DSE - Consulting Firm

VP - Wholesale Credit Risk Modeling - Consulting

About Our Client

Our client is one of the leading consulting firm with demonstrated strengths in both Commercial and Retail Banking. They are in the process of growing their Wholesale Risk Analytics function in Delhi NCR and are looking to hire specialists in the Wholesale Risk Modeling with demonstrated leadership capabilities.

Job Description -

Reporting into the MD, your key responsibilities shall be:

- Lead a team of credit risk analysts in delivering various modeling projects across PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel (or other regulations) related analyses for Wholesale Banking

- Perform statistical regression analysis in designing, estimating and monitoring model performance

- Ensuring that the review, validation, recalibration and implementation of each model is completed in accordance with the team's detailed work plan

- Ensuring that all model related work meets regulatory requirements and internal policy standards

- Research and develop new model and enhancements of existing model suites to improve accuracy, timeliness, forward looking capability and responsiveness to economic environment

- Work closely with business and product management to provide value adding risk analytics solutions for the enhancement of risk-return trade-off

Build strong relationship with clients, internal and external, and highly engaged team

- Hire suitable team members keeping tactical and strategic needs in mind

- Help in business development and completing RFPs

The Successful Applicant -

As the successful candidate, you will have:-

- A Masters/Ph.D. in Economics, Statistics, Financial Engineering from a Tier 1 Institute like IITs, ISI, IIMs, MDI, XLRI, FMS, DSE etc

- At least 10 years of relevant experience of designing, developing, enhancing, and implementing credit risk models

- Extensive knowledge of credit risk modeling for wholesale banking is a must along with excellent knowledge of SAS

- Hands-on experience in all stages of model development (development, validation, tracking, monitoring, implementation) of credit risk models for corporate/commercial/wholesale banking is a must

- Rich leadership experience and executive presence

What's on Offer -

Excellent Opportunity to work in Advanced Analytics in a Wholesale Risk Modeling role with a leading consulting firm.