AVP - Credit Risk Modeling - Investment Bank

Company : Leading global investment Bank

Location : Mumbai

Designation : AVP

Job Requirement :

- Implementation of Basel III guidelines & taking action as per regulatory guidelines

- Basel II F/AIRB Implementation - PD / LGD / EAD computation / estimation

- Parametric (AMA Modeling, IMA Modeling) & Non-parametric validation (Credit Risk Rating Models)

- Capital Allocation & assessment of Risk-Adjusted Return on Capital (RAROC)

- ICAAP preparation, Stress Testing & Capital Planning

- Basel III Standardized approach - CRAR calculation & Regulatory Reporting

- Coordinating Risk Management Committee & Group Risk Management Committee