Opportunity - Model Risk at RBL Bank - Mumbai

Job Description

Head - Model Risk (Wholesale Banking)

Grade - AVP/DVP

Key Responsibilities:

• - Assess the model's conceptual soundness and methodology

• - Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.

• - Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)

• - Assess model risk, including model robustness analysis, identification of limitations, and their assessment

• - Document the assessment to the required standards

• - Collaborate with model developers and communicate with key stakeholders across the institution
• - Responsible for the certification and the regular confirmation of all Credit risk models
• - Independent model assessments in line with the internal governance of models policy and regulatory requirements.

Essential Skills/Competencies:

• - Strong quantitative analytic and modelling skills in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and at least 3 to 5 years of experience in risk modelling, model validation or related fields

• - Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues.

• - Showing high standards when it comes to report writing in a structured and transparent way.

• - Strong communication skills and the ability to explain technical topics clearly and intuitively

• - Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python

• - Familiarity with IFRS9 is a plus

Job Classification

Industry: KPO, Research, Analytics
Functional Area: Analytics & Business Intelligence,
Role Category: Analytics & BI
Role: Analytics & BI
Employement Type: Full time

Education

Under Graduation: Any Graduate in Any Specialization
Post Graduation: Any Postgraduate in Any Specialization
Doctorate: Any Doctorate in Any Specialization

Contact Details:

Company: RBL Bank
Location(s): Mumbai

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Keyskills:   analytics model validation econometrics credit risk risk modeling wholesale banking finance statistics