AVP - Credit Risk - Bank

Looking for candidates with experience in Credit Risk for a Global Bank. The candidate should have exposure in Basel, Capital Adequacy and should come from a strong quantitative background.

This role is part of the Risk Analytics team.

- Strong stakeholder management and team management is desired.

Some of the responsibilities are:

- Provide reasonable commentary for movements in risk measures

- Provide indicative estimates of VaR, PE, EPE to Credit officers, RWA management and business teams, CRM and CRR when the risk engine fails to capture exposure profiles accurately, using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators

Location: Pune

Salary Bracket: Open