Director - Quantitative Analytics - Credit Risk Models

Quantitative Analytics Director
Bangalore / Hyderabad
Total 20+ yrs of exp.
Leadership exp
Highly experienced in model risk, modelling and statistical techniques, model validation, and model governance.
Should have experience in either of these models & modelling techniques
1. Retail loss forecasting
2. Commercial/Wholesale loss forecasting
3. PPNR (Pre-provisional net income)
4. Macroeconomic models
5. Basel models
6. Mortgage modeling
7. Portfolio modelling: asset allocation, risk and return attribution
8. Treasury models: deposit, ALM, liquidity risk models
9. Business planning, Financial Planning & Analysis
Technical Skills:

1. Statistical modeling
2. Time series analysis and econometrics
3. Optimization
4. Simulation and Monte Carlo
5. Coding: Python
Good Communication.
Corporate Title - ED
- Manage a team of 70 - 75 (BLR & HYD)
- Manage and develop teams responsible for the creation, implementation and validation of complex financial and statistical models
- Analyze and manage risks to enable decision making for businesses for staffing, planning, forecasting or other functional areas related to business operations
- Provide expert opinion on models for business operations and support overall business process and risk management
- Perform various compliance requirements with corporate and regulatory reporting, involving finance and capitalization requirements
- Be an authority on model risk policies and procedures, and enforce adherence to them
- Determine scope and prioritization of work
- Perform key input in the development of strategy, policies, procedures, and organizational controls
- Manage multiple teams of highly skilled quantitative analysts or managers
- Interface with internal and external audit or regulators
- Manage complex organizations that develop predictive models including Artificial Intelligence and Machine Learning
- Lead groups responsible for creation, implementation, validation, and ongoing maintenance
- Analyze models, manage markets, credit, counterparty, and operational risks
- Forecast losses and compute capital requirements
- Identify opportunities and strategies for analytics and data science through experienced managers and business strategies
Desired Skills:
- Deep expertise in model risk management, validation, and governance (SR 11- 7)
- Strong quantitative modeling, statistical, and programming skills
- Proven leadership of large, multi- location analytics teams
- Excellent stakeholder communication with senior leaders, auditors, and regulators
Job Expectations:
- Oversee validation and risk management of CLAP and business planning models
- Act as Model Risk Officer for business planning models enterprise- wide
- Enforce model risk policies, resolve findings, and ensure regulatory compliance
- Set priorities, allocate resources, and drive strategic MRM initiatives