Unit Head Risk Modelling - Karachi, Pakistan - HBL Bank

    HBL Bank
    HBL Bank Karachi, Pakistan

    Found in: beBee S2 PK - 2 weeks ago

    Default job background
    Full time
    Description
    Job Description

    Accountability 1
    • Successfully develop, enhance and validate risk quantification models for domestic and overseas operations. Using advanced analytics and statistical techniques and strive to improve credit rating models/scorecards and their framework in line with best practices
    Accountability 2
    • Formulate compresence model management framework and model development document for each model.
    Accountability 3
    • Liaison with relevant stakeholders (vendors, consultant, Bank's business & risk staff) for implementation of software/IT solutions related to risk management/rating models/scorecards
    Accountability 4
    • Periodic review of models with model risk management unit and ensure complete compliance of regulatory and internal policies and procedures.
    Accountability 5
    • Close of audit (internal/ external and regulatory) matters relation of risk models management
    Accountability 6
    • Build internal capabilities and capacity doe delivering all model management expectations.
    Qualifications

    Minimum qualifications:
    • Master Degree in, Mathematics/ Actuarial Science/ Statistics/ Econometric/ Certifications preferably with Computer Science background
    Minimum experience:
    • 10+ years of experience under risk quantification unit.