VP/AVP - Risk Model - BFSI

Key Deliverables :

Business Relationship Management and Support :

- Ensure delivery of high quality quant analysis and business support to CRM and FO at transaction and portfolio level

- Ensure that the external audit and regulatory commitments are met within agreed timelines.

- Collaborate with stake-holders in rolling out the changes/enhancements in line with Credit Analytics roadmap and key change initiatives.

- Ensure appropriate stakeholder management by pro-active communication of upcoming changes

- Timely response to all business requests from CRM and other stakeholders

- Improved constructive collaboration with other Credit Analytics teams

Developing conceptual and operational understanding :

- Understand the existing processes and systems (and interdependencies)

- Ability to map these to existing infrastructure (people & processes) in Credit Analytics and various strategic initiatives / projects taken within the group

- Take initiatives to share knowledge with the team and promote cross team KTs

- Using this knowledge to improve existing systems/processes

Managing and Mentoring Team :

- Pro-active team management and development

- Ensure resources - systems/processes/people are organized effectively and efficiently

- Develop and inculcate healthy and collaborative work environment

- Team is properly trained, knowledge sharing established and working together productively

Additional duties and responsibilities : Will need to take ownership of any task and see it through. Be a thinker and take proactive steps to improve process continually in order to take it to the next level. Should be comfortable working under strict timelines.

Qualifications/Competencies :

Should have experience with the following :

- OTC Derivatives (At least one asset class), Secured Financing Transactions

- Pricing models

- Computation of risk metrics (e.g VaR, EPE, PFE, RWA, Greeks)

- Prior exposure to stress testing methodology and reports

- Good MS Access skills

- Good VBA & SQL knowledge

- MBA/Analytical/Numerical degree

- Should have knowledge of basic programming, algorithm.

- Knowledge of risk mitigation practices and experience with Basel II/III initiatives would be considered advantageous.

- Being responsible for deliverables.

- Good Communication skills.

- Highly Detail Oriented.

- Team management experience.

Candidate Value Proposition: Exposure to the latest in credit risk and regulatory requirements across all major global regulators Collaboration with credit risk methodology teams in EMEA & United States