Vice President – Economic Capital Modelling

Key responsibilities

• Lead a portfolio of quantitative credit risk initiatives, including Economic Capital modeling, Monte Carlo simulations, and PD/LGD/EAD model development, ensuring end-to-end delivery and governance.
• Oversee EC production processes, enhance automation, and standardize methodologies across regions while ensuring accuracy, scalability, and resilience.
• Drive development and maintenance of credit rating, loss, and stress testing models; translate outputs into actionable insights for senior leadership.
• Manage model governance, regulatory interactions, audit readiness, and ensure strong documentation, validation, and control frameworks.
• Lead stakeholder engagement and team development, managing cross-functional collaboration and mentoring quantitative talent across multiple projects.