VP - Credit Risk - Wholesale Banking

Position : VP Credit Risk Wholesale Banking

Location : Mumbai

Position based with a large Private sector Bank

Job Description

1. Capital Charge computation under Basel II - Standardised Approach.

2. Drafting and reviewing Credit Risk Management policies such as Credit Risk Policy, Bank Risk, Country risk etc

3. Reviewing ICAAP Policy and other Basel related policies.

4. Carrying out Stress testing for Credit risk and enhancing the framework

5. Computation of provision on account of Unhedged Forex Exposures

6. Vetting of Credit structured Products launches under New Product Programme Policy and suggesting risk mitigants

7. Vetting of Credit Proposals in terms of Bank's internal Credit Risk policies guidelines and Risk Analysis.

8. Undertaking Credit Portfolio Management Analysis (monthly) in terms of Quality, Risk and Reward, Concentration Risk and other measures .

9. Capital charge computation for Credit risk under Basel- IRB approach for Corporate Loan book and the Retail Loan book

10. Development, Estimation, Calibration and Validation of models for PD, LGD and EAD for Corporate Loan accounts

11. Development, Implementation and Validation of Risk Rating Models for various business segments (e.g Large Corporates, SME, Traders etc.)

12. Special Projects implementation and coordinating with various source systems for data requirements

13. Audit Compliance - Statutory and RBI. Core member for Risk Based Supervision (RBS)

14. Taking strategic initiatives for reinforcing Risk Management Frameworks

15. ISDA negotiation and execution with counter-party banks

16. Handling Credit Risk Management functions