Talent.com
This job offer is not available in your country.
Vice President - Model Developer (Wholesale Risk)

Vice President - Model Developer (Wholesale Risk)

Mashreqhyderabad, telangana, in
30+ days ago
Job description

The main purpose of the role is to lead the wholesale Risk model development team and assist the Head of Risk Analytics and Capital Management in execution of risk governance and practices around quantitative models.

Key Result Areas

Strategic & Leadership Responsibilities

  • Establish and scale a new Centre of Excellence (CoE) for Wholesale Rating Models from the ground up
  • Provide thought leadership and contribute to development of best practices in model development and validation
  • Track latest regulatory and industry updates (Basel guidelines, IFRS 9, local regulations, rating agency methodologies) and translate them into model design considerations
  • Independently research and develop innovative solutions

Stakeholder Management

  • Prepare presentations and communicate effectively with Senior Management and Board-level committees
  • Engage with multiple stakeholders across the credit lifecycle : Limit Management, Collateral Management, RAROC, Customer Rating
  • Review financial spreading logic in newly developed credit lifecycle system
  • Support governance and audit readiness through proper model documentation and transparent development practices
  • Technical & Delivery Responsibilities

  • Design and implement end-to-end process for development, validation, and lifecycle management of Wholesale Rating Models
  • Develop and validate a range of models including :
  • Corporate / Wholesale Rating Models including Large Corporate, Mid Corporate, SME, Sovereign, FI, HNWI, Project Finance, and Specialized Lending
  • Explore new approaches for rating model development for low default portfolios
  • Master Rating Scale (MRS) calibration
  • People Management

  • Build, mentor, and lead a team of modelers and consultants
  • Drive capability building and continuous learning within the team through training, peer reviews, and knowledge sharing
  • Wholesale Model Monitoring

  • Outline the goals of model monitoring, considering factors like accuracy and other relevant metrics based on the model purpose
  • Determine the expected performance of the respective models on historical data
  • Implement monitoring tools to continuously assess model performance. This includes monitoring input data quality, predictions
  • Communicate the model performance to relevant stakeholders to ensure the prompt attention to potential problems.
  • Regularly review and improve the model performance process based on the feedback, change in underlying data and evolving business requirement.
  • Climate Risk Analytics

  • Develop statistical climate risk models, integrate economic and social data to understand how climate risks may impact.
  • Develop different climate scenarios based on the various emission pathways and climate change projection. Assess the potential impact of each scenario on the identified financial risk.
  • Based on the statistical models, develop adaption strategies to mitigate relevant risks
  • Establish a system for continuous monitoring of climate date and update the climate risk models regulatorily.
  • Incorporate existing and potential future policies and regulations related to climate change into the model development.
  • Involve stakeholders in the meeting process to ensure a comprehensive understanding of local conditions, priorities and concerns.
  • Knowledge, Skills and Experience

    Mandatory / Essential :

  • Strong foundation in Statistics and Mathematics. You have hands-on experience in developing and validating Wholesale Rating Models (PD, LGD, EAD) and a deep understanding of model lifecycle best practices.
  • Strong programming languages such as R and Python, and are proficient in data analysis and visualization using Excel and PowerPoint. Knowledge of other relevant tools or platforms (e.g. SAS, SQL, visualization tools, workflow automation tools) would be an advantage.
  • Hold a degree in Statistics, Mathematics, Computer Science, Quantitative Finance, Economics, Engineering, or a related field.
  • Passionate about risk management and about advancing the science of credit risk modeling. Excellent communication skills, both written and spoken, with fluency in English. Ability to convey complex technical concepts clearly to both technical and non-technical stakeholders.
  • Undergraduate degree in Finance, Risk, Economics, Engineering or other related field
  • 10-15 years of progressive, multi-discipline risk management experience within banking sector
  • Deep understanding of risk management concepts and methodologies gained through development and practical application of risk policy / frameworks
  • Demonstrated capability to apply risk management concepts, analysis and support to strategic decision-making processes
  • Demonstrable people and managerial leadership experience in a matrixed and multi-jurisdictional organization
  • Outstanding interpersonal and influencing skills; Possess personal credibility and ability to influence stakeholders at all levels, particularly senior colleagues.
  • Desirable :

  • Postgraduate or professional qualification in risk management or finance such as CFA, FRM, PRM.
  • Experience of developing teams in a multi-jurisdictional and matrixed organization.
  • Understanding and experience of BCBS frameworks, particularly those relating to risk and capital.
  • Create a job alert for this search

    Vice President • hyderabad, telangana, in

    Related jobs
    • Promoted
    Vice President - Lean Digital Transformation ( F&A)

    Vice President - Lean Digital Transformation ( F&A)

    Genpacthyderabad, telangana, in
    At Genpact, we don’t just adapt to change—we drive it.AI and digital innovation are redefining industries, and we’re leading the charge. Genpact’s AI Gigafactory, our industry-first accelerator, is ...Show moreLast updated: 30+ days ago
    • Promoted
    Assistant Vice President - Lean Digital Transformation ( Trust and Safety)

    Assistant Vice President - Lean Digital Transformation ( Trust and Safety)

    Genpacthyderabad, telangana, in
    Genpact (NYSE : G) is a global professional services and solutions firm delivering outcomes that shape the future.Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepr...Show moreLast updated: 7 days ago
    • Promoted
    Senior SoC Director

    Senior SoC Director

    Mulya Technologieshyderabad, telangana, in
    Senior SoC Director / Senior Principal Engineer.About Omni Design Technologies.Omni Design Technologies is a leading provider of high-performance, ultra-low power IP cores, from 28nm down through a...Show moreLast updated: 30+ days ago
    • Promoted
    SAP VC QA & Modeler

    SAP VC QA & Modeler

    Regal RexnordHyderabad, Telangana, India
    Designing and maintaining SAP VC Models across various business units in Europe and North America.Should have hands-on experience in the creation / modification / maintenance of following VC objects.Ob...Show moreLast updated: 25 days ago
    • Promoted
    Assistant Vice President (AVP) - AI / ML Technologies

    Assistant Vice President (AVP) - AI / ML Technologies

    ConfidentialHyderabad / Secunderabad, Telangana
    Define and drive the AI / ML and GenAI strategy in alignment with the companys overall vision and business goals.Lead and mentor a team of AI / ML engineers and data scientists, fostering a culture of ...Show moreLast updated: 30+ days ago
    • Promoted
    Senior Executive IT

    Senior Executive IT

    Premier Energies LimitedRangareddy, Telangana, India
    Founded in 1995, Premier Energies is a leading solar cell and module manufacturer based in Telangana, India.We operate advanced facilities with 2 GW cell and 5. GW module capacity, and are expanding...Show moreLast updated: 2 days ago
    • Promoted
    Zonal SHE Manager

    Zonal SHE Manager

    United Breweries Ltd.Sangareddy, Telangana, India
    Full time degree in Engineering & technology from a recognized institute.Diploma In Industrial Safety from DISH approved institution is essential. Compliance with Legal Obligations and Company Requi...Show moreLast updated: 3 days ago
    • Promoted
    Macquarie - Vice President - Data Engineering

    Macquarie - Vice President - Data Engineering

    MacquarieHyderabad
    The Exposure Identification team in Cybersecurity surfaces and prioritizes critical vulnerabilities across Macquaries IT ecosystem, enabling focused and effective remediation.Join a diverse, suppor...Show moreLast updated: 9 days ago
    • Promoted
    Data Architect / Data Modeler

    Data Architect / Data Modeler

    INUMELLAS CONSULTANCY SERVICES PRIVATE LIMITEDHyderabad,Bangalore,Chennai
    Role - Data Architect / Data Modeler Exp - 12 to 16 Yrs Locations - Chennai, Hyderabad, Bengaluru, Delhi, Pun...Show moreLast updated: 20 days ago
    • Promoted
    Director - Demand Generation

    Director - Demand Generation

    Intuitive.CloudHyderabad, IN
    With the reputation of being a.Digital Transformation challenges across following Intuitive Superpowers : .Application & Database Modernization. Platform Engineering (IaC / EaC, DevSecOps & SRE).Cloud N...Show moreLast updated: 17 days ago
    • Promoted
    Assistant Vice President– Generative AI – Systems Architect

    Assistant Vice President– Generative AI – Systems Architect

    Genpacthyderabad, telangana, in
    Ready to shape the future of work?.At Genpact, we don’t just adapt to change—we drive it.AI and digital innovation are redefining industries, and we’re leading the charge.Genpact’s AI Gigafactory, ...Show moreLast updated: 25 days ago
    • Promoted
    Deputy Manager IT

    Deputy Manager IT

    Premier Energies LimitedRangareddy, Telangana, India
    Founded in 1995, Premier Energies is a leading solar cell and module manufacturer based in Telangana, India.We operate advanced facilities with 2 GW cell and 5. GW module capacity, and are expanding...Show moreLast updated: 3 days ago
    • Promoted
    Senior Engineer - Maintenance - Solar Module

    Senior Engineer - Maintenance - Solar Module

    Premier Energies LimitedRangareddy, Telangana, India
    Founded in 1995, Premier Energies is a leading solar cell and module manufacturer based in Telangana, India.We operate advanced facilities with 2 GW cell and 5. GW module capacity, and are expanding...Show moreLast updated: 3 days ago
    • Promoted
    Assistant Vice President - AI ML Lead

    Assistant Vice President - AI ML Lead

    Genpacthyderabad, telangana, in
    Ready to build the future with AI?.At Genpact, we don’t just keep up with technology—we set the pace.AI and digital innovation are redefining industries, and we’re leading the charge.Genpact’s AI G...Show moreLast updated: 25 days ago
    • Promoted
    Vice President-Cyber Security

    Vice President-Cyber Security

    NopalCyberhyderabad, telangana, in
    NopalCyber makes cybersecurity manageable, affordable, reliable, and powerful for companies that need to be resilient and compliant. Managed extended detection and response (MXDR), attack surface ma...Show moreLast updated: 5 days ago
    • Promoted
    Vice President – Pricing & Scheduling (B2C)

    Vice President – Pricing & Scheduling (B2C)

    Crossing HurdlesHyderabad, Telangana, India
    About the company : We are a new-age electric mobility platform transforming intercity and urban travel with a focus on sustainability, comfort, and safety. Our premium electric fleet offers eco-frie...Show moreLast updated: 6 days ago
    • Promoted
    AI / ML Engineering Leadership / Technical Architect / AVP-VP

    AI / ML Engineering Leadership / Technical Architect / AVP-VP

    ConfidentialHyderabad / Secunderabad, Telangana
    Main Skills : AI Architect (Solutions / Technical) - LLM / Gen AI + Any Cloud + Python.Project Role : AI / ML Engineer.Project Role Description : Develops applications and systems that utilize AI tools...Show moreLast updated: 30+ days ago
    • Promoted
    Vice President - Model Developer (Wholesale Risk)

    Vice President - Model Developer (Wholesale Risk)

    MashreqHyderabad, IN
    The main purpose of the role is to lead the wholesale Risk model development team and assist the Head of Risk Analytics and Capital Management in execution of risk governance and practices around q...Show moreLast updated: 30+ days ago
    • Promoted
    Pennant Technologies - Associate Vice President - AI / ML Technologies

    Pennant Technologies - Associate Vice President - AI / ML Technologies

    Pennant Technologies Pvt. LtdHyderabad
    Associate Vice President (AVP) - AI / ML Technologies Hyderabad (Corporate Office) Job Summary : The AVP will be resp...Show moreLast updated: 30+ days ago
    • Promoted
    CAT MODELLING

    CAT MODELLING

    EliteRecruitmentsHyderabad, IN
    Catastrophe Modelling professionals.The ideal candidate will have strong hands-on experience in.If you're looking to make a tangible impact in the insurance analytics domain, apply now!.Analyze exp...Show moreLast updated: 5 days ago