AVP - PMA Pricing - Banking

AVP PMA Pricing

- Min exp.8 yrs. In Pricing PMA

- Hands of exp. of Python/SAS Languages

- Understanding of Regulations - Basel norms I/II/III , Credit risk , Market risk .

- Strong communication

- Should understanding on Credit Risk, different categories of risk, Basel III, understanding on 3 Pillars in basel framework , Knowledge on capital ratios

- Understanding on expected loss, unexpected loss.

- Data languages - Python and SAAS - Check their understanding on types of data supported by SAAS, Difference between list and tuple, etc.

- Candidate should have extensive exp. of min 8 yrs. Preferably in banking domain to be eligible for this role. Add on skills - Alteryx, Tableau .

Business: GBM

Open positions: 1

Role Title: AVP, Portfolio Management Analytics

Global Career Band: 5

Location (Country / City ): Bangalore

Why join us?

Wholesale Portfolio Management (WPM) is a part of Global Banking & Markets (GBM) and is responsible for the active portfolio management for both GBM & CMB globally. Portfolio Management Analytics (PM Analytics) within WPM is responsible for the Portfolio Analysis to deliver actionable insights on the global Wholesale Portfolio. PM Analytics is also responsible for owning/enhancing and maintenance of the methodology and pricing application used at origination. The Pricing application aids decision making, resulting in more informed conclusions being drawn regarding the risk, return, profitability and viability of proposed transactions.

The Opportunity:

- The incumbent will be required to work extensively in an integrated team environment to support deal origination

- Lead projects of global scale and impact requiring liaising with senior stakeholders, cross-functional teams and translating business requirement into IT requirements

- Handling a small sized team working in product management, data analysis and MI and reporting verticals

- Support the frontline bankers (Global Banking & Commercial Banking) in the origination of credit and lending transactions to model complex structures correctly in pricing system

- Perform detailed analysis on origination pricing data to prepare reports providing insights about pricing trends, methodology etc.

- Work on projects on enhancing the pricing platform in terms of functionality and calculation methodology

- Conduct UAT testing on the new enhancements made to the pricing platform

- Carrying out impact analyses of new methodologies and driving them through the relevant approval processes

- Build strong understanding of Basel norms and key risk & return metrics - such as Expected Loss, Exposure at Default, Probability of Default, Credit Risk Rating and Loss Given Default, Risk Weighted Assets(RWA), Return on RWA, Economic Profit etc.

- Develop in depth understanding of the pricing mechanism, pricing tool and the drivers of the risk exposures

- Work independently; lead execution on straightforward situations; effectively deploy internal and external resources

- Working with huge volumes of pricing data to draw insights, trends etc.

- Understand and ensure compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved

Qualifications:

What you will need to succeed in the role:

- Must have 8-10 years of relevant work experience

- Graduate level qualification in any of these disciplines (B.E/B.Tech/BBA/BBM/B.com/B.Sc)

- MBA in Finance from a reputed institute is desirable

- Working knowledge of Basel norms/Risk Weighted Assets calculations is required

- Experience in managing small to mid-sized team is a must

- Working knowledge of data science tools like Python/R is required

- Good understanding of credit risk concepts and risk & return profitability measures

- Experience in managing senior stakeholders is a must

- Experience in Project/Product management and SDLC is required

- Excellent communications - written and verbal and interpersonal / team skills

- Good understanding of corporate finance, banking and associated Bank book products & trading-book products

- Understanding of structured finance, CLO's, CDO's is desirable

- Competency in Microsoft office applications, especially MS Excel, Power-point presentations

- Experience and ability to operate in a global setting / interact with Business Partners and Senior Management