AM/Manager - Credit Risk - BFSI

- The Analyst / AM - Decision Sciences, Wholesale Credit and Market Risk Model Validation role is responsible for providing necessary analytical support in meeting the regulatory requirements on model risk management & governance.

- This role is primary responsible for implementing the validation and monitoring standards of all types of models for traded risk measurement.

- In addition to model validation and monitoring, this role is responsible for providing analytical support in all regulatory and functional requirements regarding model risk.

- Provide support in improving process efficiency through process reengineering and automation

- Ensure compliance with audit requirements by performing audit checks as required by process in line with business process requirements and consistent with Company policies and standards.

- Responsible for periodic quantification of PD, LGD, EAD parameters.

- Calculate RWA, EAD, EL and capital impacts of re-quantification.

- Carry out Analytical projects like Benchmarking and back-testing.

- Validation of different models/segmentation to ascertain how well it is performing.

- Periodic reporting of basel parameters and RWA.

- On-board and train junior analysts on various aspects of business, processes and infrastructure. Should be able to resolve their queries and assist them in project delivery.

- Responsible for end-to-end project management and flawless and timely delivery of projects assigned to him.

- Constantly look for opportunities to increase business value

- Work with multiple customers/functions on multiple projects simultaneously and deliver in a timely, efficient and effective manner.

- Independently resolve queries/issues associated with a project and making sure that learnings are incorporated so as to avoid them happening again

- Understands business objective of the project and should conceptualize, design and implement the same while making sure that the output meets business expectations

- Gain knowledge of processes and drive implementation of process efficiency initiatives

- Ensure adherence with all the applicable compliance policies (Data security policy, AML, operational risk, Functional manual, Group Compliance Manual, Audit recommendations, Internal Control