Director - Market & Credit Risk - BFSI/KPO

We are looking for a Director level hire for one of our clients in Mumbai. The candidate should have a mix of Market Risk and Credit Risk exposure and should have worked on stress testing, risk computation and reporting.

Following are a few roles and responsibilities:

- Lead the Market Risk and Credit Risk team which would include sub teams in reporting, risk computation, analysis, etc.

- Interacting with the internal and external stakeholders.

- Contribute to methodological enhancements

- Analysis and explains of VaR, SVaR, IRC, CRM, limit breaches, VaR back testing, RWA and EC

- Act as the hiring manager for the risk function.