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Team Lead at Black Turtle
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AVP - Impairment - Credit Risk Modeling - Banking (7-12 yrs)
Currently hiring for client based in Gurgaon
Co Name: Leading Banking Mnc
Designation : AVP
Requirement: Looking for applicants with Credit Risk (PD/LGD/EAD/CCAR/PPNR/CECL) Model
Development/Validation Exp
Role:
- This entails various activities around model development, calculation engine build out, data and systems interface and agreement on accounting treatment and related policies/processes. Similar to recent trends such as those noted in Basel III/CRD IV implementation, this requires a high level of Finance and Risk interdependency and is therefore being driven as a joint risk-finance implementation programme with strong visibility and sponsorship at the Board level.
- This role is focused on establishing and operating a Centre of Excellence (IPAC) to drive the production and analysis of Impairment related information, both from an accounting perspective and to facilitate enhanced risk management. Further, given its linkage to initiatives such as the RWA production and management and stress testing, this will from an operational level necessitate working closely with these streams and also leveraging off common data platforms, standards and utilities.
- Support the designing of a robust and fit for purpose process to generate Impairment related data and metrics in constant engagement with the stakeholders and team members
- Engage with and manage relationships with key stakeholders
- Align with other workstreams such as RWA production and Stress Testing to provide inputs in building common data platforms and utilities.
- Active participation in User Acceptance Testing to drive consistency and efficiency
- Review and validate data against expected quality criteria, log, investigate, escalate and resolve data quality issues
- Perform manual amendments, enrichments and overlays to ensure that the data is of the desired quality
- Analyse key changes and identify business drivers to facilitate analysis and commentary for group disclosures and to address market expectations/queries.
- Facilitate data sign-off by the CROs & CFOs
- Support and guide colleagues through knowledge sharing and coaching interventions and facilitating transparent communication including with stakeholders
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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