
Executive Leadership Position
2 days ago
About Us:
The Vice President will lead the wholesale risk model development team and collaborate with senior management in executing risk governance and best practices around quantitative models.
Main Responsibilities:
- Establish a Centre of Excellence for Wholesale Rating Models, providing thought leadership and contributing to industry standards in model development and validation.
- Monitor regulatory updates and interpret them into model design considerations.
- Develop innovative solutions, interact with stakeholders, and review financial spreading logic.
- Support governance and audit readiness through proper model documentation and transparent development practices.
Technical Requirements:
- Design and implement an end-to-end process for development, validation, and lifecycle management of Wholesale Rating Models.
- Develop and validate Corporate/Wholesale Rating Models, including Large Corporate, Mid Corporate, SME, Sovereign, FI, HNWI, Project Finance, and Specialized Lending.
- Explore new approaches for rating model development for low default portfolios and master rating scale calibration.
Leadership Roles:
- Mentor and lead a team of modelers and consultants.
- Drive capability building and continuous learning within the team through training, peer reviews, and knowledge sharing.
Climate Risk Analytics:
- Develop statistical climate risk models, integrating economic and social data to understand potential climate risks.
- Develop different climate scenarios based on emission pathways and climate change projections, assessing potential impacts on identified financial risks.
- Develop adaptation strategies to mitigate relevant risks and establish a system for continuous monitoring of climate data.
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