Talent.com
No longer accepting applications
Vice President - Model Developer (Wholesale Risk)

Vice President - Model Developer (Wholesale Risk)

MashreqJodhpur, 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 • Jodhpur, IN

    Related jobs
    • Promoted
    Data Modeler with Snowflake-Contract

    Data Modeler with Snowflake-Contract

    Gravity Infosolutions, Inc.Jodhpur, IN
    Hyderabad / Bangalore / Pune / Chennai.Expertise in identifying and designing data relationships between.Hands-on experience in Data Vault 2. Ability to collaborate with cross-functional teams to ensure d...Show moreLast updated: 5 days ago
    • Promoted
    Data Modeler

    Data Modeler

    RecroJodhpur, IN
    NoSQL) to support enterprise information management, BI, analytics, machine learning, and other business use cases.They drive data strategies, build models (conceptual, logical, physical), ensure p...Show moreLast updated: 16 days ago
    • Promoted
    Reltio Lead / Architect

    Reltio Lead / Architect

    Mastech DigitalJodhpur, 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: 15 days ago
    • Promoted
    Solution Consultant – AV

    Solution Consultant – AV

    ForestlincJodhpur, IN
    About Forestlinc Tech Private Limited : .We’re not just building systems — we’re growing a forest.At Forestlinc, tech isn’t transactional - it’s transformational. From intelligent automation to AV, fi...Show moreLast updated: 8 days ago
    • Promoted
    ARM Design Verification Lead

    ARM Design Verification Lead

    L&T Technology ServicesJodhpur, IN
    You should be a verification engineer with a knowledge of SoC integration verification, SoC scenario verification, SoC performance verification, CHI / PCIe / CXL, DDRx / LPDDRx integration verification i...Show moreLast updated: 30+ days ago
    • Promoted
    DevOps / Platform Engineer

    DevOps / Platform Engineer

    iVedha Inc.Jodhpur, IN
    Hiring a seasoned DevOps / Platform Engineer to drive automation, platform reliability, and robust.Design, deploy, and manage CI / CD pipelines and infrastructure automation, leveraging AI for.Implemen...Show moreLast updated: 30+ days ago
    • Promoted
    MLops Engineer

    MLops Engineer

    RecroJodhpur, IN
    We are looking for an experienced.Azure and AWS cloud ecosystems.The ideal candidate should bring a strong background in. GenAI tooling, automation, and CI / CD pipelines.Design, implement, and manage...Show moreLast updated: 16 days ago
    • Promoted
    Lead Product Designer

    Lead Product Designer

    ThumoJodhpur, IN
    Thumo is developing a super-app for the African food delivery market.M funding round led by Soma Capital, Sequoia Scout Fund, a16z Scout Fund, and top Silicon Valley angels, we are seeking a Lead P...Show moreLast updated: 30+ days ago
    • Promoted
    Senior Data Modeler

    Senior Data Modeler

    Neutrino Advisory, an Inc 5000 CompanyJodhpur, IN
    The role involves designing and optimizing data models across transactional, analytical, and cloud environments using platforms such as SQL Server, Oracle, Snowflake, and Azure Synapse.The ideal ca...Show moreLast updated: 15 days ago
    • Promoted
    Product Director - Banking Software CRM (Microsoft Dynamics CRM)

    Product Director - Banking Software CRM (Microsoft Dynamics CRM)

    VeriParkJodhpur, IN
    We enable financial institutions to become digital leaders.As a professional team of global scale, we work with best clients for great and exciting projects, in an environment where we learn amazin...Show moreLast updated: 30+ days ago
    • Promoted
    IDMC Lead

    IDMC Lead

    LumenDataJodhpur, IN
    LumenData is a recognized leader in modern data architecture and cloud data management.We specialize in implementing cutting-edge solutions using Informatica’s Cloud Data Management suite, deliveri...Show moreLast updated: 16 days ago
    • Promoted
    Actimize Developer

    Actimize Developer

    GenpactJodhpur, 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: 13 days ago
    • Promoted
    MLOps Engineer

    MLOps Engineer

    X4 TechnologyJodhpur, IN
    MLOps Engineer - Role & Responsibilities.Design, deploy and manage scalable & secure cloud infrastructure.Apply least privilege across cloud platforms (Azure, RBAC, AWS IAM).Enable audit logging co...Show moreLast updated: 16 days ago
    • Promoted
    Lead Solutions Architect

    Lead Solutions Architect

    CapgeminiJodhpur, IN
    Lead solutioning from deal qualification to contract signature.Develop end-to-end solutions (Transformation, Transition, Run). Manage internal stakeholders and ensure visibility of solution metrics....Show moreLast updated: 24 days ago
    • Promoted
    Business Risk Manager (Technology)

    Business Risk Manager (Technology)

    RevolutJodhpur, IN
    People deserve more from their money.More visibility, more control, and more freedom.Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, ...Show moreLast updated: 30+ days ago
    • Promoted
    Associate Director - Advanced Analytics

    Associate Director - Advanced Analytics

    KMK Consulting Inc.Jodhpur, IN
    KMK is a global data analytics and technology consulting company empowering leaders across the Life Sciences industries to make better data-driven decisions. Our data analytics and software platform...Show moreLast updated: 30+ days ago
    • Promoted
    Head of New Product Development (NPD)

    Head of New Product Development (NPD)

    Blue Signal SearchJodhpur, IN
    Head of New Product Development (NPD).Nationwide (Remote – with up to 50% international travel).Fluency in English is essential for collaboration across our global teams. Aesthetic Medicine, Consume...Show moreLast updated: 30+ days ago
    • Promoted
    Senior MLOps Engineer

    Senior MLOps Engineer

    Mitchell Martin Inc.Jodhpur, IN
    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: 30+ days ago