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Safeena Sarwar

Executive Recruiter at V-Konnect Associates

Last Login: 12 July 2024

Job Views:  
79
Applications:  36
Recruiter Actions:  13

Job Code

1410347

Credit Risk Modelling Role - Bank

4 - 6 Years.Mumbai
Posted 1 month ago
Posted 1 month ago

- Implementation of Advanced Approaches under Basel II (Internal Model Validation, Reviewing and Improving Documentation/Policies, Computation of IRB estimates such as PD, LGD and EAD)

- Management of the Credit Rating models and Internal Model Framework including rating models and scorecards

- Act as interface between system users, Technology team & vendor, ensure timely identification and resolution of system errors, Comprehensive testing of system enhancements including bug fixing, Improving Data Quality in the systems

- Compute Expected Credit Loss (ECL) under IndAS framework. This will involve developing framework for Staging of assets, estimation of forward looking PDs, computation of Lifetime ECL, incorporation of macro-economic variables etc.

- Playing critical role in Risk Based Supervision (responses, closing gaps if any)

Functional Skills:

- Knowledge of major Risk Management Guidelines (All critical Master circulars on Risk Management by RBI, Basel-III guidelines and ICAAP)

- Understanding of Stress Testing and RAROC concepts and hands on experience with the same

- Strong proficiency in Excel, Word & Power-point.

- Should be experienced in working with and analyzing large quantities of data

Non-Functional Skills:

- Strong organizational, multitasking and prioritization skills

- Attention to detail and ability to work independently and along with team members

- Ability to work with cross-functional teams

- Strong written and verbal communication skills

- Strong interpersonal and relationship building skills; ability to work effectively with top and senior management, risk and business units.

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Posted By

user_img

Safeena Sarwar

Executive Recruiter at V-Konnect Associates

Last Login: 12 July 2024

Job Views:  
79
Applications:  36
Recruiter Actions:  13

Job Code

1410347

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