Wholesale Credit Professional - Credit Risk/Market Risk - BFSI

Looking for a Wholesale Credit professional in credit risk and Market risk predominantly having an exposure in Basel analysis.

Location : - Mumbai

Responsibilities:-

1. The primary responsibility will be Project implementations through Modelling (rating Models, pooling models, Macro Economic Models), Risk Estimation for the Bank's exposure and Regulatory reporting to RBI.

2. Develop statistical/ judgmental models to accurately capture inherent credit risk in underwriting

3. Estimate risk parameters such as PD, LGD and EAD to be used for Bank's risk management and reporting purposes

4. Policy formulation for computation of capital and provisions, based on internal risk measures for reporting

5. Strong understanding of Basel and IFRS/INDAS guidelines

6. Experience and familiarity with tools like SAS, SPSS, SQL, R, Angoss etc.

Qualification:-

Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning)

Team People Tree.