Manager - Model Governance & Management - BFS

Main Role (Overall Accountability):-

The person is responsible for management of model risk through the model life cycle. The person will be responsible for governance, validation, monitoring and back-testing of various models for use throughout the corporate and retail portfolios of Bank.

Personnel Specifications -

- Postgraduate with good understanding of banking and having domain knowledge of credit risk. Qualifications in Data Science, Statistics will be preferred.

- Minimum of 8-10 years of experience in credit risk rating models, application scorecards, behavioral scorecards, probability of default models, loss given default models, exposure at default models, risk rating models etc.

- 6+ years' experience in different stages of model life cycle viz. Model Development/Model Validation.

- Knowledge of banking products and customer characteristics.

- Strong understanding of Basel Credit Risk Guidelines, IFRS 9 Requirements and Model Risk Management (MRM) guidelines to aid in model development/implementation/validation.

- Strong expertise in R, Python, SAS, Excel-VBA, SQL etc.

- Strong communication, presentation and analytical skills. Ability to drive results, meet deadlines and work independently.

- Ability to communicate technical information verbally and in writing to both technical and nontechnical audiences.

- Ability to work effectively in cross functional teams, including business stakeholders, model governance teams, and model implementation team.