Assistant Researcher at New Era India Consultancy Pvt. Ltd.
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Manager - Portfolio Management Analytics - Credit Risk - Banking (4-8 yrs)
Manager - Portfolio Management Analytics (Credit Risk)
Please note :
- Apply only if you have relevant 4+ years of experience in CREDIT RISK (PD,EAD, LGD, Expected Loss & RWA).
- MBA (Finance) full time is required.
Job Description :
- The incumbent will be required to work extensively in an integrated team environment to support deal origination.
- 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 application in terms of functionality and calculation methodology.
- Carrying out impact analyses of new methodologies and driving them through the relevant approval processes.
- Continuously strive to increase competency and subject matter expertise. Develop & build strong understanding of key risk & return metrics - such as Expected Loss, Exposure at Default, Probability of Default, Credit Risk Rating and Loss Given Default, RWA, Return on RWA, Economic Profit etc.
- Develop in depth understanding of the pricing mechanism, pricing tool and the drivers of the risk exposures.
- Ability to operate as an individual and in a team environment.
- Share information, knowledge and ideas with the team.
- 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.
Skills/Experience required :
- 4 - 8 years of relevant work experience is preferred.
- Graduate level qualification in any of these disciplines (B.E/B.Tech/BBA/BBM/B.com/B.Sc). Post Graduate in Finance from a reputed institute is preferable.
- Good understanding of credit risk concepts and risk & return profitability measures.
- Good understanding of corporate finance, banking and associated Bank book products & trading-book products.
- Competency in Microsoft office applications, especially MS Excel, Power-point presentations.
- Additional capability to understand and interpret SQL/SAS or database queries will be preferred.
- Excellent communications - written and verbal and interpersonal / team skills.
- Experience and ability to operate in a global setting / interact with Business Partners and Senior Management.