IN_Director_FST_GCC_Advisory_Gurgaon

Responsibilities

• Client Origination & Growth: Identify, pursue, and convert new opportunities across banks, NBFCs, capital markets firms, global banks, and GCCs for FST, risk advisory, treasury, model risk, and regulatory transformation services.

• Risk Advisory Leadership: Lead and shape engagements across credit risk, liquidity risk, IRRBB, market risk, enterprise risk management, regulatory risk, model risk governance, stress testing, capital adequacy, ICAAP / ILAAP, IFRS 9 ECL, CECL, CCAR, and treasury risk frameworks.

• Model Risk & Validation: Provide leadership on independent model validation, model governance, scorecard validation, AI/ML model validation, conceptual soundness reviews, back-testing, benchmarking, monitoring controls, data quality assessment, and documentation adequacy.

• Regulatory & Audit Advisory: Support clients in responding to regulatory expectations, audit observations, MRAs, Basel, PRA, EBA, APS, SR 11-7, and other applicable risk governance requirements.

• Solution Development: Develop differentiated FST solutions for credit risk transformation, automated ECL engines, stress testing frameworks, risk appetite frameworks, IRRBB analytics, liquidity risk analytics, and model governance operating models.

• Engagement Delivery Oversight: Lead cross-functional and multi-geography teams across advisory, audit, model validation, treasury, analytics, and risk transformation programs, ensuring quality delivery and stakeholder satisfaction.

• Senior Stakeholder Management: Build trusted relationships with CROs, CFOs, CAEs, Heads of Risk, Treasury Leaders, Model Risk Leaders, Audit Committees, Risk Committees, and GCC leadership teams.

• GTM Strategy & Thought Leadership: Contribute to annual GTM plans, sector campaigns, proposals, client presentations, thought leadership, market insights, and FST offering development.

• Team Leadership: Mentor and guide high-performing teams, support capability development in financial risk modelling, treasury analytics, regulatory risk, quantitative methods, and AI-enabled risk solutions.

Mandatoryskill sets:

• 15+ years of experience in financial services risk management, risk advisory, model risk, treasury risk, regulatory risk, audit advisory, or financial services transformation.

• Strong experience across credit risk, liquidity risk, IRRBB, enterprise risk management, model risk governance, stress testing, capital adequacy, ICAAP, IFRS 9 ECL, CECL, CCAR, and risk appetite frameworks.

• Demonstrated experience in independent model validation covering PD, LGD, EAD, scorecards, IFRS 9 / CECL models, stress testing models, AI/ML models, and treasury risk models.

• Strong understanding of regulatory expectations and frameworks such as Basel, SR 11-7, PRA, EBA, APS, and other banking regulatory standards.

• Experience leading audit advisory, model validation, regulatory response, and risk transformation engagements for global banks or financial institutions.

• Ability to design audit scope, execute fieldwork, review working papers, identify control gaps, and present risk-focused recommendations to senior management or committees.

• Strong quantitative and statistical modelling background, including econometrics, regression techniques, time series, Monte Carlo, GARCH, EWMA, and related analytical methods.

• Experience leading cross-functional teams and working across global client environments.

• Strong executive presence, communication, storytelling, proposal development, and consultative selling skills.

Preferred skill sets:

Good-to-Haves:

• Prior experience in Big 4, tier-1 consulting, global banks, or specialist risk advisory firms.

• Experience in financial services GCC advisory or global delivery models.

• Exposure to implementation or automation of IFRS 9 ECL, CECL, ICAAP, IRRBB, liquidity risk, stress testing, or risk appetite frameworks.

• Experience with AI/ML model validation, GenAI governance, model monitoring, data integrity reviews, and regulatory alignment for AI-driven financial solutions.

• Experience using Python, R, GRETL, or other statistical and analytical tools for model development, validation, automation, and risk analytics.

• Experience authoring thought leadership on market risk, ALM, liquidity risk, IRRBB, stress testing, or treasury risk.

• Exposure to audit committee, risk committee, executive management, and board-level reporting.

• Certifications or advanced learning in financial risk, risk AI, credit risk modelling, ICAAP, ILAAP, IRRBB, or equivalent areas would be an advantage.

Years of experience required

15+ years

Education qualification:

MBA / PGDM preferred