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Executive Director
3 weeks ago
The role of the Vice President is to spearhead the development and implementation of wholesale risk models, working in collaboration with senior stakeholders.
This involves driving innovation and best practices in model development and validation, staying up-to-date with regulatory updates and industry trends, and applying this knowledge to model design considerations.
The ideal candidate will possess a strong foundation in Statistics and Mathematics, with experience in developing and validating Wholesale Rating Models. Proficiency in programming languages such as R and Python, data analysis and visualization using Excel and PowerPoint is also essential.
A degree in Statistics, Mathematics, Computer Science, Quantitative Finance, Economics, or a related field is required, along with progressive risk management experience within banking sector.
Key Responsibilities:- Develop and implement end-to-end processes for development, validation, lifecycle management of Wholesale Rating Models.
- Stay current with regulatory and industry updates (Basel guidelines, IFRS 9, local regulations, rating agency methodologies).
- Lead a team of modelers and consultants, building their capabilities through training, peer reviews, and knowledge sharing.
- Strong analytical skills and attention to detail.
- Ability to communicate complex ideas effectively.
- Strong leadership and teamwork skills.