Manager/Senior Manager - Credit Risk Management - BFS

Job Description :

Role : Credit Risk Management

Designation : Manager/Senior Manager

Risk Management - Credit Risk

- Develops and implements policies and procedures that reduce credit risk for a bank, nbfc.

- Manage the building of financial models that predict credit risk exposure to the organization.

- Development of Probability of default (PD) modeling, loss given default modeling (LGD)

- Calculation of Expected Credit Loss (ECL) under Ind AS 109/ IFRS 9.

- Validation of existing Credit Rating Models by performing various statistical tests recommended by BASEL and internal & external parity check

- Calculate the industry benchmarks for Quantitative ratios (Gearing, Profitability, NPAs etc) for credit risk modeling.