Head - Model Validation/Credit Risk Analytics - BFSI

Role Description :

The person will provide functional leadership to a team of highly skilled specialists, focusing on the Group's governance framework overall Credit, and Operating risk models. This requires approval of all model developments and/or changes to existing models and related tools and infrastructure also provide ongoing support to other model validation Credit Risk teams globally.

Responsibilities :

- Undertake model validation and reporting.

- Provide functional leadership for all Group Retail new model developments, enhancements and related strategies and infrastructure to ensure appropriate bank standards are adhered to by model developers and the Business Unit Risk Teams.

- Decision model strategy and optimization

- Lead the decision support team

Requirements :

- Post graduate in statistics, econometrics, mathematics or actuarial

- Significant experience in building credit scoring and rating models and other credit risk models across a broad range of products (12+ Years).

- Advanced statistical software skills, in Base SAS, R and Excel

- In Depth knowledge of the Basel 2 regulatory framework and capital measurement techniques (including, spot and long rung PDs and downturn LGDs).