AVP - Counter Party Credit Risk - BFSI

Job Profile:

- Manage the SEA book of work - Delivery of monthly scenarios credit risk exposure moves commentary for regulatory reporting.

- Prompt exposure moves validation for month-end with a view to monitor total exposure at entity and group levels

- Provide indicative estimates of exposure profiles to the reporting team when the risk engine fails to capture exposure profiles accurately, using advanced simulation tools and models for sensitivity based (Historical simulation) risk calculators

- Effective design of root-cause analysis methods for exposure movements to ensure minimum turnaround time

- In instances where data/methodology issues are identified, strive for strategic resolution and coordinate the prioriization of remediation work with partner teams, with a view to reduce number of tactical adjustments

- Resource allocation for SME support on key regulatory projects pertaining to interpreting system and business logic and validation of scenarios exposure methodologies

- Understand end-to-end data flow and functioning logic of our Credit Risk Management infrastructure

- Actively participate in working group/steering committees of key regulatory projects to understand exposure

- Ensure process documentation and updating knowledge/training document

- Maintain team training plans and ensure knowledge sharing amongst team members

- Promote continuous knowledge building through interaction with CRO partner and stakeholder teams

- Roll out appropriate buddy programs for new joiners - develop senior members- skills to mentor new hires

- Capitalize on synergies between the different teams in CRC for an efficient workflow and minimal redundancy in efforts spent on root cause analysis

- Manage hiring process

- Maintain and strive to further the high performance standards that have been established by the team thus far in terms of contribution, work climate and relationship with others

- Build strong relationships with stakeholders and manage their expectations

- Collaborate closely with partner teams to develop solutions

- Challenge status quo and build strategies to improve workflows and achieve more efficiency, demonstrate significant initiative beyond BAU areas of responsibility

- Maintain the highest standards of professionalism and principled behaviour and be a role model to your team

Essential :

- Upto 10 years of work experience in Credit Risk/Market Risk or related control function, with good product knowledge and good understanding of Risk management tools and techniques

- Knowledge of sensitivities and scenarios and stress testing procedures

Interested Candidates Can Apply

Renita