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Vice President - Risk Modeling and Validation

10.00 to 15.00 Years   Mumbai City   06 Apr, 2023
Citibank India
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSBU Head / CEO / Director
EmploymentTypeFull-time

Job Description

    • Manage a team of resources to ensure proper delivery of projects in a timely manner
    • Validation of credit scorecard and segmentation models.
    • Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility).
    • Manage model risk across the model lifecycle including annual model review, ongoing model performance, model limitations.
    • Deliver comprehensive model documentation (e.g., Model Development Documentation, Technical Review Documents) of ongoing and new projects.
    • Regular interaction with Model Risk Management team and business owners during the model lifecycle.
    • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.
    • Interacts, communicates effectively and builds strong working relationship on an ongoing basis with business partners.
    Education:
    • Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance, Computer Science. MBAs should apply only if they are interested in career in specialized quantitative risk management discipline.
    Skillset
    • 10+ years experience.
    • Strong programming skills in SAS is necessary.
    • Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
    • Understanding of Model Validation metrics (KS, Gini, PSI, etc)
    • Expected to lead a team of resources and ensure timely delivery of projects in a timely manner.
    ,

Keyskills :
project managementautomationrisk managementquantitative riskoperations researchapplied mathematicsquantitative finance

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