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Job Description : Protiviti India is seeking an experienced Manager in Credit Risk FRM (Financial Risk Management) with over 7 years of expertise to lead our efforts in Model Monitoring and Governance. This role will involve working closely with our top-tier clients, including global and Indian organizations, to enhance credit risk models and ensure regulatory compliance. Key Responsibilities : - Develop and implement comprehensive monitoring frameworks for Basel and Decision Credit Risk models, including PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default). - Ensure compliance with regulatory guidelines from PRA, HKMA, and other bodies, including Basel 3.1, CCAR, IFRS9, and SS 1/23. - Conduct periodic backtesting, sensitivity analysis, and benchmarking to assess model accuracy and performance. - Analyze model outputs, identify trends, and provide actionable insights for improving model stability and performance. - Process and validate large datasets, ensuring data quality and integrity for effective model monitoring. - Collaborate with IT and data engineering teams to enhance data pipelines and overall model monitoring infrastructure. - Utilize statistical and machine learning techniques to evaluate model stability and performance over time. - Create insightful reports and advanced visualizations using tools like Qliksense and Google Looker to communicate findings to internal and external stakeholders. Key Skills : - Expertise in Basel methodologies, including cyclicality, hybrid PD, and components-based LGD. - Strong knowledge of backtesting, sensitivity analysis, and benchmark model evaluation. - Proficiency in managing large datasets and ensuring data integrity. - Experience with reporting and visualization tools such as Qliksense and Google Looker. - Ability to collaborate effectively with cross-functional teams. About Protiviti India: Protiviti India, recognized as a Great Place to Work, operates across multiple cities in India, working with Fortune 100 and Fortune 500 companies to address complex business challenges. We provide a dynamic environment where professionals can grow, innovate, and deliver excellence. Recruiter Contact: Nisha Kanojiya

Kolkata

Bangalore

Protivi - Manager - Credit Risk - Financial Risk Management 

Job Description for Protivi - Manager - Credit Risk - Financial Risk Management  in Protiviti India Member Private limited in  Kolkata Bangalore for (7-10) years of experience. Apply Now!

Protivi - Manager - Credit Risk - Financial Risk Management  | iimjobs.com