As a VP-Risk Analytics, you will support the development, enhancement, and implementation of a suite of model methodologies (e.g., stress testing, IFRS9, capital) and scorecards for the wholesale portfolio.
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What You Will Do
- Lead the performance, maintenance, and enhancement of wholesale risk models across the life cycle of various portfolios (IFRS9 models, PD, LGD, EAD, stress testing).
- Ensure the models remain accurate, reliable, and compliant with regulatory requirements.
- Review the Bank's wholesale risk and identify opportunities to improve models and processes.
- Manage a team of model developers to ensure the team's work meets high standards of accuracy, timeliness, and quality.
- Assist the business, risk, finance, and audit departments in model-related queries and provide necessary information and analysis.
- Critically examine databases for risk modeling, develop them further, and ensure their quality assurance.
Qualifications
- Degree in a relevant field.
- Strong experience in statistical models’ development, monitoring, validation of IFRS9/AIRB models, and relevant regulations (IFRS9, CRR, local regulator).
- At least 10 years of extensive experience in model development at a financial institution.
- Proficiency in programming languages like SAS, Python, or equivalent analysis software.
- Strong stakeholder management skills to ensure the business objectives of the bank are met.
