Job abroad for experienced person in the banking sector

You are already working in a premier bank in India and it is obvious that you must be having by now a good experience of banking operations especially in the area that you have mentioned as retail banking.
If you want to shift to banking jobs abroad then you will have to acquire some specific diplomas or certificates in some niche areas where there is a good demand of the qualified people and then you can apply for those positions mentioning your basic banking experience. Retail banking is the most common and general work in any bank and I am afraid that only with that skill you might not be able to secure a job abroad. So we will go in details about the various options that you are having at present for achieving your objective.
Before that first let me list out the various career possibilities in the banking sector which are like - Financial Accountant, Asset Manager, Financial Risk Manager, Certified Public Accountant, Investment Banker, Equity Analyst, Business Analyst, Internal Auditor, Foreign Exchange Trader, Commercial Banker, Mortgage Banker, Small business bankers, Credit Analyst, Loan Officer, Bank Teller etc. You have to choose the area of your interest from this and then acquire advanced skills in that particular niche.
You will have to register in some leading job sites from where you would get the indication of possible positions for you based on your CV that you would upload in those sites and from that you sort out those careers which are available and advertised in abroad section. Once you do that then see whether you are in a position to acquire advanced diploma in that niche or not. Why I am particular about this is because if you feel that the area is not your cup of tea then why to waste time and energy in that.
As per my study and perception some of the areas and career lines where one can acquire diploma or short course before applying are - Investment Banking, Equities Associate, Credit Risk Management, Commercial Banking etc.
Please go through the above path and if you have any specific query please give us the feedback and we would try to guide you or help you in the matter further.

You have already had experience in SBI, which is a leading bank in India. With this experience, you want to go abroad and settle there. There are many ways to try that. You can go through the following ways.
1. There may be many jobs in IT companies for their financial wings. What I suggest you apply for those positions using your experience. Initially, you can apply for Indian based MNCs. Once you get selected and got a post in that company and after joining there you can try and go abroad on deputation and after going there you can try for a job in any other company there.
2. SBI is having branches abroad and you can opt for a post in those foreign branches and after going there you can try for a job there in that country.
3. There are many foreign banks that are operating in India. City Bank, Standard Chartered bank etc are there in India. They take experienced people for their operations in India. You can try for a job in those banks and once you join there you can opt for a posting in their foreign branch. One of my relatives went abroad like this only and settled there.
4. There are many agents who help in getting a job abroad. You have to look for a genuine company and take their help to go there.
5. You post your CV on naukri.com. You can see various posts available abroad that are suitable to your experience and qualification. You will get alerts from them and you can also search for them on that site.
6. You can learn some advanced It certification courses related to the finance sector. They will become an added advantage and you may stand a better chance to get a good position abroad.

You are fortunate in the sense that you are currently working in SBI a premier bank of India having its branches in almost all the countries and hence you may take up the following lines for your absorption in abroad-
1) You do have sufficient experience in the Retail Banking and this would be treated as one of your plus points. If you are blue eyed boy before the management, ask your boss to forward your name for your absorption in SBI located in any one branch of a foreign country most preferably in USA, Germany, England etc so that you could ultimately choose a foreign bank at the later stage.
2) You have indicated that you need to learn the tools of the Forex. Yes with the familiarity on this trade with the acquisition of qualification such as Foreign Trade Exchange, you can attain more proficiency in this area.
You need not be very proficient in Mathematics but you must have the analytical background to understand the basics of the different tools employed in the Forex Exchange. You can meet your HR of your department to help you in this area.
3) You can try a job in reputed IT company such as Infosys, TCS, Accenture etc where the best financial experts are rendering their services to prospective customers needing assistance in the different financial tools. With your stint in one of such IT companies, you can ask your boss to forward your name for the relocation in one of key destinations such as USA, France, Germany, England etc so that it would be easier for you to put your service in foreign banking system at the later stage if you wish so.
4) You may make an attempt to make your resume attractive including your experience in the different areas of your working service, inclusions of appreciation letters of the different boss, your inclination towards any extracurricular activities if any and forward the same to Naukri.com or any established job consultant while working in SBI in India for the facilitation of your foreign banking jobs.
5) Prior to your planning to switch over to your current banking job for your assignments in abroad, you may look forward for some diplomas to enhance your employability and any one such as Robotics or Charted Accountancy or Advanced Diploma in Oracle would brighten your prospects for the banking jobs in abroad.
6) Interview matters a lot. You have to be one of the top performers to get selected for your future assignments.