Junior Vice President/AVP/Manager - IFRS9 - BFSI

We are hiring Manager/AVP/ Jr. VP for a renowned shared center for Banaglore Location.

Candidate must be working on IFRS 9 Impairment projects, must have sound knowledge of "SAS Base" or "SAS eg".

Kindly find below the detailed JD:

IFRS 9 is a Group flagship initiative, with strong visibility at Board level and offers an excellent opportunity for individual development and career progression. It involves facing off to numerous areas of the bank and working together to produce Impairment provisions which ultimately get reported in the financial statements.

The role will be part of the newly created Wholesale Impairments Analytics Team (W-IAC) located in Bangalore which supports the aggregation, review and deep dive analysis of Impairment risk numbers.

Tasks include but are not limited to :

- Performing Review and Challenge activities in a timely manner, including:

- Expected Credit Loss (ECL) analysis, assessing modeling and non-modeling drivers of results

- Review CRR concentration, LGD/PD/EAD Analysis

- Identifying themes across the entire Wholesale Risk Portfolio

- Providing commentary for ECL results and assisting in making strategic suggestions

- Timely preparation of necessary decks to present at senior meetings

- Support the production of commentary packs for site, region and group meetings, including forums and senior management committees

- Support resolution of ad-hoc requests related to impact analysis queries for senior stakeholders

- Ensure compliance to Group policies and governance and controls framework

- Ensuring smooth running of a new Operating Model and Governance process introduced for IFRS 9

- Ensuring queries raised to the team are resolved in a timely manner

- Working with Group Risk Analytics teams to understand credit risk methodology's relating to IFRS 9

- Coordinating activities with Stress Testing, Sovereign Risk & Forward Economic Guidance Teams

To be successful in the team, you should meet the following requirements :

- Have an understanding of risk analytics and credit risk model development

- Programming experience (SAS Base or SASEG)

- IFRS 9 and Regulatory reporting experience

- IFRS 9 subject-matter and technical skills, with the ability to:

- To manipulate large data sets on analytics platforms like SAS

- Build tactical VBA or spreadsheet-based tools for analysis and Present to senior stakeholders strong IFRS 9 subject-matter, business knowledge, and technology sense Strong written / verbal communication skills

Abhilasha/Winfort