Assistant Vice President - Wholesale/Corporate Models (7-10 yrs)

Qualifications:

- Candidate should have worked on Wholesale Credit models and have good understanding of Wholesale Credit Model Development/Validation. Candidate should have good understanding of wholesale credit analytics models used for the following areas:

- Model used for customer selection such as propensity recommendation, customer value, engagement, and experience , models used for pricing and measurement of profitability and return.

- Models used for automation and operational efficiency of credit decisions.

- Wholesale Fraud Analytics model used for fraud detection and reporting using analytics.

- Wholesale Credit Decisioning models such as acquisition and behavioural scoring models.

- He/she should be able to validate models used for different regulatory perspective such as OCC/FRB, EBA Guidelines and PRA regulations.

- Knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.

- Candidate should have strong knowledge on Linear/Logistic modelling techniques. Machine learning techniques good to have.

Experience:

- Minimum 5-10 years of experience of financial model validation/development experience in Risk Management in Wholesale domain

- Proficiency in SAS / R, Python MS Office tools like Excel & PowerPoint

- Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value.

- Experience of conducting independent model reviews.

Qualifications:

Master's / bachelor's degree in /Statistics/Economic/Mathematics/Engineering/Computer Science/Management or any other quantitative fields of study.