Talent.com
Vice President - Model Developer (Wholesale Risk)

Vice President - Model Developer (Wholesale Risk)

Mashreqananthapur, andhra pradesh, 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 • ananthapur, andhra pradesh, in

    Related jobs
    • Promoted
    Vice President - Model Developer (Wholesale Risk)

    Vice President - Model Developer (Wholesale Risk)

    MashreqAnantapur, 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
    Looker Developer

    Looker Developer

    RiDiK (a Subsidiary of CLPS. Nasdaq : CLPS)Anantapur, 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 moreLast updated: 1 day ago
    • Promoted
    ML Ops

    ML Ops

    EXLAnantapur, 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 moreLast updated: 30+ days ago
    • Promoted
    Actimize Developer

    Actimize Developer

    GenpactAnantapur, IN
    Inviting applications for the role of Actimize Developer.Implement, configure, and customize Actimize IFM (Integrated Fraud Management) and SAM (Suspicious Activity Monitoring) solutions.Develop an...Show moreLast updated: 21 days ago
    • Promoted
    Reltio Lead / Architect

    Reltio Lead / Architect

    Mastech DigitalAnantapur, IN
    Chennai / Bangalore / Hyderabad / Noida / Remote with quarterly visit.LPA (Depending on level of expertise).Immediate joiner / Currently serving notice / Notice is less than 60 days.We are looking for a hands...Show moreLast updated: 23 days ago
    • Promoted
    Veeva Developer

    Veeva Developer

    RandomTreesAnantapur, IN
    RandomTrees is a leading Data & AI company offering a diverse range of products and services within the data and AI space. We are seeking a skilled eQMS - Veeva Developer.We support multiple industr...Show moreLast updated: 30+ days ago
    • Promoted
    Fashion Model

    Fashion Model

    Zia ModelsAnantapur, IN
    Virtual Fashion Model (Remote) at Zia Models.Part / Full Time | Work From Home.Starting from USD $4,900 per project (based on portfolio & experience). Zia Models strictly adheres to ethical hiring p...Show moreLast updated: 30+ days ago
    • Promoted
    Azure Data Lead / Architect

    Azure Data Lead / Architect

    TEKsystems Global Services in IndiaAnantapur, IN
    Notice Period : Immediate to15 Days.Please find the below Azure Data Lead / Architect JD.Azure AI skills, Azure Open AI, AI Foundry. Excellent communication and interpersonal skills, with the ability t...Show moreLast updated: 2 days ago
    • Promoted
    Director - AI Architect

    Director - AI Architect

    Live Connectionsananthapur, andhra pradesh, in
    Role : Director Principle Technology Architect.Budget : 55 lpa includes 10% var.Finding strong AI Architect profiles with a solid background in Design & development. Design and Oversee AI Architecture...Show moreLast updated: 30+ days ago
    • Promoted
    • New!
    Technical Lead

    Technical Lead

    CareerUS SolutionsAnantapur, Andhra Pradesh, India
    Position Overview : The Technical Lead is responsible for overseeing the technical direction, design, and development of software or IT projects. This role combines hands-on coding with technica...Show moreLast updated: 18 hours ago
    • Promoted
    Solutions Developer

    Solutions Developer

    Obrimo Technologiesananthapur, andhra pradesh, in
    We are seeking an experienced and dynamic.Senior IVR & Cloud Solutions Developer.The ideal candidate will have hands-on experience with IVR platforms and cloud technologies, leading development tea...Show moreLast updated: 23 days ago
    • Promoted
    Sr PTC FlexPLM Developer / Lead

    Sr PTC FlexPLM Developer / Lead

    KMM Technologies, Inc.Anantapur, IN
    Position Name : Sr PTC FlexPLM Developer / Lead.Work Hours : M-F Working Hours : 9am EST to 2pm US EST.There is an urgent resource need with PTC FlexPLM software implementation experience.Senior Develop...Show moreLast updated: 30+ days ago
    • Promoted
    Technical Lead

    Technical Lead

    ValueMomentumananthapur, andhra pradesh, in
    Hyderabad Preferred ( Open to Remote also).We are seeking a highly skilled and hands-on.The ideal candidate will be responsible for designing optimal solutions, leading development efforts, and pro...Show moreLast updated: 30+ days ago
    • Promoted
    Senior Executive

    Senior Executive

    VINS Bioproducts Limitedthimmapur, andhra pradesh, in
    Process Maintenance job responsibilities : .Perform installation activity for new equipment in coordination with vendor and plant QA. Perform validation for new equipment’s in coordination with QA per...Show moreLast updated: 21 days ago
    • Promoted
    Senior MLOps Engineer

    Senior MLOps Engineer

    Mitchell Martin Inc.ananthapur, India
    Include, but are not limited to, the following : .Own productionizing models—from tracked experiments to governed releases—ensuring resilient services with clear SLOs, runbooks, and fast, safe rollba...Show moreLast updated: 16 days ago
    • Promoted
    Validation Manager

    Validation Manager

    VINS Bioproducts Limitedthimmapur, andhra pradesh, in
    We are seeking a highly skilled QA Validation Manager to lead validation activities across systems, equipment, and processes. This role ensures compliance with regulatory standards such as cGMP, FDA...Show moreLast updated: 2 days ago
    • Promoted
    Head of New Product Development (NPD)

    Head of New Product Development (NPD)

    Blue Signal SearchAnantapur, Andhra Pradesh, India
    Head of New Product Development (NPD) Location : Nationwide (Remote – with up to 50% international travel) Language : Fluency in English is essential for collaboration across our global teams.Indus...Show moreLast updated: 30+ days ago
    • Promoted
    Vice President, Data Engineering & Architecture

    Vice President, Data Engineering & Architecture

    Three AcrossAnantapur, 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 moreLast updated: 1 day ago