Vice President-Risk Analytics

Job Description

What you will do:

Model Development, Monitoring, And Implementation

• Lead the performance, the maintenance and enhancement of wholesale risk models across life cycle of various portfolios (IFRS9 models, PD, LGD, EAD, stress testing).
• Ensure the model remain accurate, reliable, and compliant with regulatory requirements.
• Constantly realigns models to monitor performance with the aim to provide on-going guidance on all lending activities for the wholesale portfolios.
• Review Bank’s wholesale risk and identify opportunities to improve models and processes, make recommendations to senior management for model change / enhancements and implement cutting edge techniques to maximize value and develop best in class decision tools.
• Oversee accurate implementation of model and support their use, interpretation, and monitoring. Develop and maintain a model inventory and ensure the inventory is complete, accurate, and consistent with the model governance policy.
• Support and work closely with ERM team for stress testing and ICAAP submissions.
• Stay up to date with changes in IFRS 9 standards and requirements and implement changes to the models and methodologies as necessary
• Manage a team of model developers to ensure that the teams work meets the highest standards of accuracy, timeliness, and quality.
  
  

• Assist the business, risk, finance, audit departments in model related queries and provide with necessary information and analysis.
• Work closely with all stakeholders to assist in ECL calculation and validation of IFRS9 reporting. Support model validation team for model amendments, validation, and verification.
• Liaise with business functions, credit approval, collections, and other related functions to drive use, monitor overrides, analyze new requirements and feedback on existing models.
  
  

• Critically examine the databases for risk modeling, develop them further and ensure their quality assurance.
• Develop wholesale models according to external guidance and standards requirements, monitor and recalibrate until everything fits.
• Support the implementation of the models.
• Identify process changes that have an impact on the credit risk models and provide expert support for their implementation.
• Respond in a timely manner to internal audit and external regulator queries.
  
  

• Pay for performance culture (Competitive and performance-linked compensation)
• Provision of medical care plan for your family and you
• Comprehensive Life insurance plan
• Diverse workforce and inclusive culture
• Career development and growth opportunities by design
• Work with the best minds in the field
• Get opportunities to bring your whole-self to the organization and perform to your best