Assistant Manager/Manager - Credit Risk Model Development - Investment Bank (2-7 yrs)
- Act as Subject Matter Expert in Basel Analytics domain independently leading projects and working directly with business to deliver high quality output.
- Responsible for estimation of PD, LGD, EAD parameters.
- Calculate RWA, EAD, EL and capital impacts.
- Carry out sensitivity analysis for various business actions/strategies.
- Reporting for Basel parameters as and when required.
- Maintain requisite documentation in accordance with team procedures.
- Responsible for end-to-end project management. Monitoring and review of all projects with stakeholders to ensure that all stated SLAs are met.
- Work with multiple customers/functions on multiple projects simultaneously and deliver in a timely, efficient and effective manner.
- Recruit, on-board, train, coach and develop talent.
- Drive initiatives which ensure higher efficiency (automation, training manual, white paper etc.).
- Responsible for conceptualizing, designing and implementing QA/QC framework for identified processes and ensures adherence and constant improvement.
- Ensure adherence with all the applicable compliance policies (Data security policy, AML, operational risk, Functional manual, Group Compliance Manual, Audit recommendations, Internal Control requirements, regulatory guidelines etc.) and business standards of Organization as applicable. Take timely action on Audit comments and be able to demonstrate compliance with Internal controls
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