AVP - Basel Modelling

- Looking to hire professionals with 9 plus years of experience into Credit Risk Modelling.

- Having expertise in building PD Models, LGD Models and EAD Models

- Deep domain experience of Banking & Financial Services

Tools : SAS & R

Other Skills : Team Management, Client and Project Management

- Master in Statistics/Economics or Bachelors in Engineering or MBA.

Responsibilities :

- Drive the model methodology, development, implementation and governance projects globally and coordinate with regions as well.

- Functionally drive the development methodologies and design the framework ensuring conceptual soundness.

- Engage with credit and businesses to manage model risk.

- Attention to time schedule and resource planning, participate to panel meetings and discussion with business experts, write good quality and comprehensive documentation.

- Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.

- The job-holder's responsibilities cover the model development of all types of Basel models included in the Wholesale Credit Risk function