Lead - Credit Risk

- Responsible for Credit Risk Management Policies for Wholesale Credit portfolio so as to align it with the best Risk Management practices.

- Ensure implementation of the same and have internal governance around the same by incorporating the changes as per risk appetite, business strategy and regulatory changes.

- Putting quality analytical architecture as per Credit Risk Management Policy of the firm

- Building, maintaining and reporting of economic capital models relating to corporate credit exposure of the firm. Build Governance framework for corporate credit risk modules

- Establishing risk mitigation strategies and controls. Establishing various control to mitigate various risk including framework and limits for concentration risk, tenor risk, industry/ sectoral risk, unrated, unsecured, sensitive and stress sectors, identify weak industries, etc.

- Satisfying regulator(s) and auditors on risk modelling, assessment and monitoring requirements relating to corporate credit exposure of the firm

- Development and implement ECL framework for adequate loan loss provisioning.

- Providing input the credit approving committees on the risk from the portfolio and policy perspective.

- Analysing and reporting on credit risk metrics and trends.

- Presenting the risk outcome to Credit Risk management committee and risk management committee of the Board.

- Keeping abreast of industry trends and regulatory changes affecting credit risk.

- Develop and find tune credit risk stress testing framework as well as enterprise stress testing framework including credit risk.

- Assessing the credit risk framework basis SPARC data submissions to highlight the risk the committee formed for RBS data submission.

- Responsible for analysing various credit risk related regulatory submission and disclosures. Collaborating with various departments to ensure compliance with regulatory requirements.