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Vice President – Model Validation/development – Credit Risk Models

Mumbai, Maharashtra

Black Turtle

Job Description

- Engage with model owner and developers to ensure all supporting materials required for validation is received timely, in accordance with the validation schedule;

- Perform technical analyses, benchmarking, build challenger models (if needed) to support the review and challenge process for all new and existing risk models, to ensure accuracy of existing risk metrics to the standards required by and to drive continuous improvements in methodologies;

- Produce high-quality reports and presentations for relevant model governance committees;

- Present findings and obtain agreement on final recommendations to relevant stakeholders (e.g. model owner, developer, approver);

- Support the model management team in tracking actions and the accuracy of GMD;

- Support the line manager and Director in the team in their participation in different Group Models Committee

Essential :

- Extensive experience in credit risk modeling and/or analytics across the customer lifecycle, Impairment, Basel II etc. Experience in developing the best-in-class tools and models for large financial institutions. Ability to effectively challenge and improve the existing model methodologies and model management process

- Knowledge of financial services portfolios. Awareness of the economy, market and customer trends affecting the business

- Team, project, and stakeholder management experience. Proven track record of managing cross-functional relationships & delivering credible business analysis

- Strong communication and interpersonal skills. Able to produce high-quality written communication including reviews of models, risk policies, and presentations for technical and non-technical audiences.

- Strong analytical background, data-driven, results orientated, commercially focused

- Assertive; balanced and sound judgment; unrivaled attention to detail

Education (Preferred) :

- Masters in Statistics, Mathematics, Economics, Operational Research; CA, Engineer or MBA.

Company Description

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established... in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
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Additional Information

Last updated:
Job type:
Full time
Position type:
Minimum experience:
Between five and ten years
Compulsory Education
Jobs in Banking / Financial Services
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