Senior Manager - Credit Risk Modeling - BPO

Department:

Risk Operations (Credit Risk Modelling)

Level: Level 5/6

Experience: Level 5/6 - About 8+ years in Credit Risk Model building & validation

Position Overview

Risk Academy team is the central practice team that runs programs to prepare the analysts for newer more challenging roles. There is a need to train people in the area of Credit Risk Modelling for designing, developing, validating & documenting models in accordance with the regulations.

Role expects candidates to have deep understanding of the Risk products, modelling methodologies, Risk regulations and overall view of Risk infrastructure across Credit Risk and some experience in preparing training documents and imparting training/guidance to the team.

Job Summary

Have a strong domain expertise and continuously impart the knowledge to the operational staff and also guide and solutionise the challenges of the client. Also, seek continuous improvements in the processes within and across teams.

Primary Responsibilities

- The Subject Matter expert would support Credit Risk Management & Reporting team for a Leading Investment Bank

- Own the training and people development in the Credit risk metrics (PD, LGD, EAD, P&L etc.), reporting & modelling areas

- Regulatory knowledge and their upcoming change (BCBS, BASEL II, III, IFRS 9)

- Ensure adequate documentation and analysis in place for model review committee

- Identify gaps in model coverage, measurement and/or methodologies and implement remediation

- Assist the operations team with new credit risk deliverables

- Work with other support groups to improve the risk infrastructure

Key requirements :

Quantitative and analytical aptitude

- Knowledge of Retail & Commercial Banking Products (Mortgage, Credit Card, Loans & advances, Derivatives)

- Experience in developing Basel/Capital model on risk factors (PD, LGD, EAD, CVA) for banking business

- Experience in stress testing model development including P&L stress testing

- Various types of back testing methods

- Strong quantitative background with knowledge of economic & econometric models

- Proven ability to produce clear summaries and reports from complex factual information, including both written documentation & graphical material

- Familiarity with bank stressing including loss & risk estimation techniques

- SQL & SAS knowledge

- Some background in training

Strong understanding of Risk management, Regulatory requirement and relevant regulatory reports

Knowledge on Credit Risk; Have worked with banks / financial entities and is very well aware of developments in the Risk Management space across industry

Excellent interpersonal, communication and problem solving skills

Engage with teams and relevant stakeholders to review production processes

Ability to lead teams / project management and customer handling skills

Contribute to proactive proposals and RFPs

Contribute towards building competency across other projects and Risk domain

Plan and execute transformation projects and value delivery across Credit Risk

Good MS Excel, SQL, SAS knowledge

Manage short & Medium term ability to meet business needs, regulatory initiatives like Basel/BCBS etc

Education

- Post-Graduate in Finance, Ph.D

- CFA, FRM, MFE (Masters in financial Engineering)

If interested kindly fill below details

Total Exp

Qualification

Is graduation Full time

Any gap in education

CTC

Expected ctc

Credit Modeling exp-

Banking domain exp

Notice period

Date of Birth

Pan card number

Anagha