The candidate will be responsible for the development, maintenance, validation and implementation of different credit risk models. Next to the modeling itself, the candidate will also act as point of contact regarding the models between the various affected business lines. From time to time, the candidate will also have to contact with the auditors, regulator and other external revisers to discuss and defend the developed models. The candidate will also support the Risk Analytics and Modelling function to measure and manage risk for a portfolio of debt and structured finance investments in inclusive finance institutions ranging from microfinance institutions, affordable housing finance, small enterprise lending, used commercial vehicle finance, and agri-business enterprises The position will be primarily responsible for the following: - Managing and maintaining the ECL and VaR model - Design and model credit risk and other financial risk models - Contribute to other on-going analytics and modeling processes and new initiatives - Measure the risk and performance indicators for debt and structured finance products - Coordinating with internal and external teams to manage the structured transactions throughout the lifecycle - Perform qualitative and quantitative analysis of various performance metrics for structured transactions - Revise pool cash-flows, transaction cashflows and transaction waterfall on periodic basis - Perform pool and transaction cash-flow reconciliation on a periodic basis - Coordinate with originators-servicers and trustee to manage transaction reporting - Manage and update the reporting framework for the periodic management and investor reporting

Chennai

Mumbai

Northern Arc Capital - Senior Associate/Associate Vice President - Risk Analytics & Modelling 

Northern Arc Capital - Senior Associate/Associate Vice President - Risk Analytics & Modelling  ,Job Description for Northern Arc Capital - Senior Associate/Associate Vice President - Risk Analytics & Modelling  in NorthernArc Capital Ltd in  Chennai Mumbai for (3-5) years of experience. Apply Now!

Job Description for Northern Arc Capital - Senior Associate/Associate Vice President - Risk Analytics & Modelling  in NorthernArc Capital Ltd in  Chennai Mumbai for (3-5) years of experience. Apply Now!