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.
Knowledge is power.