Core Responsibilities: -

• Lead the development of risk models for ,IFRS 9 & portfolio management and facility types.
• Ensure that risk measures comply with regulatory requirements through robust model development and validation process.
• Validate, update and develop models for various risk components of ECL (PD, LGD, EAD, CCF) on frequent basis in compliance with our regulators and IFRS 9 guidelines.
• Data Governance; prepare data dictionaries; raise BRs /RFPs/CRs, undertake UATs, undertake sanity/accuracy checks of the calculations of systems.
• Provide functional program management throughout the development lifecycle.
• Engage with stakeholders concerned with the validation and other control units in a professional manner.
• Maintain independence and ensure design and implementation of remedial actions.
• Assist in external and internal stakeholder engagement with respect to model development, usage of models, strategy finalization and other aspects to promote awareness among business community.
• Collaborate with data engineering team, business team and information technology team for model implementation.
• Coordinate with IT division for automation of disclosure/reports/data generation.
• Develop methodologies consistently to ensure effective monitoring of the models.

Key Skills: -

• Robust knowledge of risk management best practices and regulatory requirements-including but not limited to Basel II and Basel III and IFRS 9 regulations.
• Possess strong quantitative skills and solid experience in developing, validating, and monitoring risk modes.
• Strong analytical and problem – solving skills.

Domain Expertise: -

• Relevant bachelor's degree preferable advanced studies.
• Minimum 8 Years of Experience
• Full knowledge of the bank's credit products and services.
• very goodin English.
• Advanced user of statistical software (such as SAS / R / Python