Lead Manager - Retail Risk Basel Modeling - BFS

Job Description :

GAC Credit Risk Analytics requires a Lead Manager, who will work in close liaison with HBME from GAC Kolkata in the area of Basel II Analytics domain. HBME Retail Basel Modelling team develops and manage AIRB models for Middle East and North Africa countries which are used for calculation of Regulatory Capital for the Bank. Apart from model development, the team needs to deliver all regulatory requirements for all retail portfolios for this region. This person would also support the Regional and Regulatory Stress testing deliverables.

Key responsibilities :

- Lead the Basel II analytics domain for HBME region from GAC Kolkata

- Ensure delivery of high quality analytical solutions for the existing and new engagements comprising Basel model development, Basel model monitoring, Use Test, RWA management, Stress Testing etc.

- Provides actionable analytical solutions for business problems

- Ensure the Independent Review and Audit comments actions in timely manner

- Leverages MENA internal and external information pertaining to other regions while providing optimum business solutions.

- Ensure team is updated with latest regulatory changes and modelling guidelines w.r.t Basel

- Good understanding of business domain, functional goals, and the required technical expertise.

- Set a clear expectation for the project deliverable, particularly for the projects in long term nature

- Develop and maintain relationships and work well with all levels of management.

- Inspire trust & credibility among team members, business clients and other stakeholders through highest level of personal integrity, and ethical behaviour

- Support to develop a culture committed to the delivery of outstanding customer service and healthy, open, transparent, honest team environment

- Supports diversity and adapts style and language according to the demands of the situation.

- Encourages the sharing of knowledge and information across teams and leverages from experience and learning from others

- Support to develop a consulting culture within team that seeks out opportunities to expand & deepen relationships with existing clients

- Recruit, on-board, train, coach, develop talent and proactively retain high performing team members

- Besides data handling, quantitative, statistical and analytical expertise, the position also demands capabilities like strong project management and client relationship management skills, good inter-personal skills while interacting with the business, understanding the business problems and then translating it into an analytics framework and providing solution recommendations and suggestions.

Skills/Experience Required :

- Masters/PhD in quantitative disciplines like mathematics, statistics, economics or masters /PhD in management

- At least 9 years of experience in risk management preferably in the field of Risk Modelling, Basel or portfolio risk management

- Ability to see the 'bigger picture' and assesses relationships between recommended analytical solutions / projects and business performance

- Ability to translate key analytical solutions as generic and re-deployable across regions / counties.

- Ability to influence and negotiate across all levels for mutually positive outcome

- Provides relevant training, development opportunity to team, recognizes and retains high performers, positively confronts under performance in others