AVP - RWA Credit Risk - Banking

Hiring for AVP position with one of our Product based organisation, Bangalore location.

Job Description

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:

- 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

Shift Timings: EMEA shiftn need to be flexible