Credit Risk Role - Model Risk Management - BFSI

- Experience in modelling and/or validation for corporate, retail, wholesale banking portfolios with a financial services organization, consulting firm, or analytic solutions provider.

- Strong analytical skills with great attention to detail, strong control mindset with interest in investigating issues and developing solutions.

Technical knowledge:

- Hands-on experience in technical model development and implementation, model validation, and/or model oversight in one or more of the following areas: credit risk (retail and/or wholesale), PD/LGD/EAD estimations, IFRS9, operational risk, asset & liability management, Economic Capital, stress testing, sensitivities, time series modelling.

- Proficiency is SAS & Excel. Knowledge of other standard analytics software like R, Python and exposure to SAS Viya etc. would be desirable.

- Ability to conduct statistical analysis in a coding environment (e.g. SAS, Excel, R, Python).

Business Knowledge:

- Knowledge of banking business and associated risk management approaches sufficient to understand models in the context of the business.

Effective Communication

- Ability to communicate and influence on sophisticated issues, verbally and in writing (including model documentation), across all key partner groups.

Drive and Delivery

- Track record of effective delivery and overcoming challenges to deliver business results.

- Integrity

- Has ethics and integrity at the heart of every decision, and supports an environment that encourages high performance, openness, honesty and integrity.