AVP - Retail Risk Analytics

The job holder is expected to:

- Lead model, policy and systems development projects globally to harmonize and coordinate with regional activities.

- Engage with credit and businesses to manage model risk.

- Needs to manage a team of Analysts and Managers, provide quality development documentation for all wholesale credit and traded risk models

- Actively involve in performance management of team members

- Promote collaboration with Group and Regional teams to achieve business objectives

- Support model development projects: attention to time schedule and resource planning, participate to panel meetings and discussion with business experts, write good quality and comprehensive documentation.

- Engage with senior management, model owners and model sponsors as well as model reviewers and approvers

- Liaise with Risk Systems and IT to support model deployment

- Participate to global initiatives as well as cross-risk projects

- 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 models included in the Wholesale Credit and Traded Risk function

Qualifications :

At least Masters in any of the following fields:-

- Economics

- Engineering (or B-tech with relevance experience)

- Stats/Maths

- MS / MBA in Finance

Experience :

- Around 10 years of professional experience in financial services

- Prior experience in model development and validation in retail risk domain

- Understanding of regulatory implications and relevance

- Management of project teams, both direct and matrix

Skills :

- Highly focused on project delivery, attention to detail

- Excellent written and verbal communication skills

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible, pragmatic

- Good estimating and planning skills

- Able to progress multiple projects across wholesale credit, traded credit and market risk functions at the same time

- Strong financial management and budget control skills

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/timezones where appropriate

- Strong knowledge of wholesale credit risk and global banking and market products as well as Basel 2 and Basel 3 framework

- Open personality and effective communication skills, ability and flexibility to work in an international team

- Ability to write clear and understandable documents