Vice President - Model Developer (Wholesale Risk)Mashreq • Bharatpur, IN
Vice President - Model Developer (Wholesale Risk)
Mashreq • Bharatpur, IN
30+ days ago
Job descriptionPrepare 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 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 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 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. 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. 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. 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.
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
Technical & Delivery Responsibilities
People Management
Wholesale Model Monitoring
Climate Risk Analytics
Knowledge, Skills and Experience
Mandatory / Essential :
Desirable :
Create a job alert for this search
Vice President • Bharatpur, IN
Related jobs
)
Vice President, Engineering Management Lead – Agentic AI
Genpact • Bharatpur, 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 more
Last updated: 1 day ago • Promoted
Senior Vice President of Technology
Promaynov Advisory Services Pvt. Ltd • Bharatpur, IN
Product Head, Tech Head, 7 Product, 11-12 Dev / Engg) with plans for expansion.Lead platform engineering, product technology, infrastructure, DevOps and QA functions.
Strategic architect of start up p...Show more
Last updated: 14 hours ago • Promoted • New!
PTC FlexPLM Lead
KMM Technologies, Inc. • Bharatpur, IN
Offshore (India) Position – 1 Resource : .Years of experience implementing FlexPLM for Retail, Footwear and Apparel customers.
Experience with all the following areas : .Retail process maturity and the ...Show more
Last updated: 14 days ago • Promoted
Looker Developer
RiDiK (a Subsidiary of CLPS. Nasdaq : CLPS) • Bharatpur, IN
We are looking for a skilled BI Developer to support a large client in the Healthcare domain.The role will involve enhancing and maintaining reports using Looker / LookML, developing dimensional data...Show more
Last updated: 14 days ago • Promoted
Senior Vice President
Elements HR Services Pvt Ltd • Bharatpur, IN
Position : Senior Vice President.Title : Solutioning, Transitions.As Senior Vice President – Solutioning and Transitions, you will be responsible for leading and managing the Consulting and Transitio...Show more
Last updated: 14 hours ago • Promoted • New!
SAP VISTEX
Artihcus • Bharatpur, IN
Excellent English communication and documentation skills.Lead end-to-end implementation and rollout of Vistex solutions integrated with SAP ECC / S / 4HANA.
Configure and customize Vistex modules (Prici...Show more
Last updated: 14 hours ago • Promoted • New!
Model Validation
Tata Consultancy Services • Bharatpur, IN
Year of Experience- 6 to 15 Years.Location-Bangalore, Hyderabad, Chennai, Pune, Kolkata.As a Senior Quantitative Analytics Associate, you will be responsible for leading independent validations and...Show more
Last updated: 14 hours ago • Promoted • New!
Director of Artificial Intelligence
IDfy • Bharatpur, IN
AI initiatives across our pioneering TrustStack platforms (OnboardIQ, OneRisk, Privy).If you have 10-15 years of hands-on experience solving complex problems in.
Computer Vision, NLP, and GenAI.IDfy...Show more
Last updated: 14 hours ago • Promoted • New!
Director- Dealflow
AI Forge India • Bharatpur, IN
AI Forge India, a subsidiary of AI Forge based in London, is a premier AI incubator committed to fostering and funding over 45 AI startups annually.
Our mission is to empower innovative founders to ...Show more
Last updated: 14 hours ago • Promoted • New!
AI / ML - Tech Lead / Architect
Armakuni • Bharatpur, IN
Armakuni (AWS Premier Partner).Guiding businesses through adopting cloud-native practices to optimize their operations.DevOps and Platform Engineering : .
Building robust, secure, and scalable platfo...Show more
Last updated: 14 hours ago • Promoted • New!
Vice President - SAP
HCLTech • Bharatpur, IN
Vice President – SAP Solutions Head.Location : Bangalore / Hyderabad / Chennai / Delhi-NCR.We are seeking an accomplished and visionary Vice President – SAP Solutions Head to lead our global SAP trans...Show more
Last updated: 14 hours ago • Promoted • New!
Director of Product Design
WhiteSlips Job Management Consultants • Bharatpur, IN
Organize, direct, mentor and review the work of a highly-skilled team of designers, relentlessly pursuing better design and inspiring your team.
Develop internal Design Team initiatives that improve...Show more
Last updated: 1 day ago • Promoted
VP- Insurer Partnership
VisionSure • Bharatpur, IN
VisionSure is dedicated to addressing the diverse vision challenges faced by consumers today.The company offers comprehensive solutions across eyewear and eye care, including medical interventions....Show more
Last updated: 14 hours ago • Promoted • New!
Vice President, Data Engineering & Architecture
Three Across • Bharatpur, IN
Role : - Vice President – Data Engineering & Architecture.We are seeking a hands-on and visionary leader to serve as Vice President – Data Engineering & Architecture.
This role will drive digital tran...Show more
Last updated: 13 days ago • Promoted
Vice President of Engineering
Zeta • Bharatpur, IN
Our flagship processing platform - Zeta Tachyon - is the industry’s first modern, cloud-native, and fully API-enabled stack that brings together issuance, processing, lending, core banking, fraud &...Show more
Last updated: 14 hours ago • Promoted • New!
Data Modeler
Stratus • Bharatpur, IN
Lead a team of data engineers to develop data analytic solutions such as data warehouse and data marts on Azure Databricks.
Experience with Agile development methodologies and tools, such as Jira, t...Show more
Last updated: 6 days ago • Promoted
ML Ops
EXL • Bharatpur, IN
Deploy, monitor, and scale ML models on.GCP (Vertex AI, GKE, Cloud Functions).GitHub Actions / Jenkins / cloud-native tools.
Containerize and orchestrate workloads with.MLflow, Feast, Prometheus / Gra...Show more
Last updated: 30+ days ago • Promoted
Technical Director
HEN Technologies • Bharatpur, IN
HEN Technologies is a deep-tech company building the world’s first end-to-end intelligent fire suppression ecosystem, powered by AI, IoT, and advanced fluid dynamics.
The company’s mission is to mod...Show more
Last updated: 4 hours ago • Promoted • New!