Director - Quantitative Analytics

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