VP - Credit Risk Model Development & Portfolio Management - Bank

About Our Client:

Our client is one of the largest global banks with demonstrated strengths in both Commercial and Retail Banking. They are in the process of setting/growing their Retail Risk Analytics function and are looking to hire a seasoned credit risk model development professional who would start as an individual contributor and later build a team around him.

Job Description:

Reporting into the Risk Head, you would be responsible for

- The development of advanced statistical models for retail loan products.

- Work with external supplier and multiple internal stakeholders, the individual would provide support for both ongoing and one-off analytical projects.

- Focus would be on statistical model development, ongoing monitoring of the models, development of segmentation routines,maintenance of in-house calculators used for determination of limits

- Perform adhoc analysis on the bank portfolio to analyze the impact of changes in Basel and other regulations

The Successful Applicant:

- Have a Masters Degree in a Quantitative Discipline from a top Tier Institute like the IITs, ISI and IIMs

- Have 8+ years of demonstrated experience in risk analytics

- Be a Skilled Risk Modeler in Regulatory aspects like Basel II & III, or Application Scorecards and Behavior Scorecards

- Have Expert knowledge of Credit Scoring Techniques and Core Banking Systems

- Possess advanced Statistical Skills and be hands on with SAS, SQL etcetera

- Be a people manager with experience of managing Senior Business Leaders

- Come with a sophisticated International outlook

What's on Offer:

Excellent Opportunity to work within a leadership role with one of the largest Global Banks. The organization is known to encourage Work Life Balance and promotes International Mobility.