Job Description:

LGD, PD, EAD Modelling and Validation

- SME in Basel Il A-IRB Credit Risk modeling for both Consumer & Commercial Banking products

- Possessing excellent management skills and having the ability to work with the minimum of supervision whilst leading a team

- Technical expertise in Basel II A-IRB Modeling (PD/LGD/EAD) approaches, Regulatory Capital, Economic Capital, CCAR

- Strong with Risk analytics profile from a BFSI domain compulsory

Principal Accountability

- Supporting the Global Finance team in developing best in class financial analytics and deploying these practices across priority markets

- Responsible for developing financial models to provide actionable insight to drive and support business stakeholders

Key Deliverable

- Understand business and finance requirements and interpret data to provide meaningful analysis to facilitate business decision-making

- Developing sophisticated and innovative analytics in the area of financial modelling and stress-testing

- Support the evaluation of the reasonableness of the firms efforts to translate broader economic stress scenarios into financial outcomes for its business lines/ portfolios Develop infrastructure for stress testing

- Develop expertise within the team on stress testing methodologies and techniques and bring recent advancements

- Coordinate and compile stress test results and develop MI to communicate with wider audience

- Assess the impact of recommended scenarios on revenue and balance sheet items

- Assess the impact of mitigating actions on CAR, Income and LIC for different businesses- global banking, commercial banking, retail banking and wealth management

- Develop and maintain early warning triggers reporting

- Act as a Subject Matter Expert (SME) for any asset or liability product or areas in financial modelling

- Provide thought leadership and prepare ad-hoc requests quickly and independently but also be able to prioritize these requests

Stakeholder Management

- Maintain effective relationship with Business Partners and identify areas of service improvements by implementing regular calls and feedback mechanism

- Liaise with Global Finance counterparts on analysis requirements and delivering the same within timelines

- Understand business problem through discussions with various stakeholders and provide analytical solutions

- Influence and escalate key issues in an effective way to ensure timely resolution

Leadership & Teamwork

- Actively support in maintaining an environment within the team which fosters knowledge sharing and open forums

- Assist in motivating and developing (and recognizing) team members in order to meet deliverables, manage staff expectations, achieve efficiency in operations and maintain work-life balance

Profile Summary:

Employment Type : Full Time
Salary : Not Mentioned
Deadline : 19th Apr 2020

Key Skills:

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