Vice President - Wholesale Credit Risk Analytics - Model Development - BFSI

Role Purpose :

To manage end to end delivery (inclusive of models, methodology and implementation) of Wholesale Credit Risk models (PD, LGD, EAD).

Financial :

Support Chief Wholesale Credit Officer, Head of ERWM, Head of Risk Modelling through independent oversight of the development of Advanced IRB Credit Risk models (PD, LGD, EAD)

Ensure that the relevant Business Units and Credit Executives are well informed about modelling choices including the choice of risk drivers, associated weights, calibration levels and RWA/CP impacts as a result of any model change initiatives

Engage key Business Unit and Credit Risk stakeholders through the model lifecycle in an effective manner so that model performance issues are clearly understood

Ensure that model builds/remediation activities are completed in a timely manner so as to not adversely impact customer offerings.

Identify and initiate new solutions or approaches to improve Advanced IRB models

Create a set of repeatable and production quality tools that allow the generation of Credit portfolio information in a timely manner for dissemination to key stakeholders

Essential Skills :

Detailed understanding of Banking regulations and experience of positive regulators engagements

Comprehensive knowledge of Advanced IRB models in the Wholesale space including approaches for PD, LGD and EAD

Demonstrated leadership ability, commitment and contribution to building highly motivated team

Advanced degree in a numerate discipline ( eg. Statistics, Actuarial studies, Mathematics, Physics, engineering, computational finance ) essential.

Ability to build and maintain relationships with internal and external stakeholders and influence/negotiate change