Credit Risk Manager

Roles and responsibilities

You will work in projects relating to:

Design, assessment, and benchmarking of financial risk management policies, frameworks, methodologies covering a range of risk domains such as credit risk, market risk, operational risk, liquidity risk, climate risk, and integrated risk topics viz., capital adequacy and stress testing measurement methodologies in financial institutions (FI)
Emerging risk topics such as model risk or climate risk
Development of AI/ machine learning use cases in financial risk
Consistently deliver quality client services, support in designing offerings, managing risks and ensuring key stakeholders are kept informed about progress and expected outcomes
Credit Risk:
Experience in working in Integrated Risk Management Department in Banks or Management consulting firms.
Proficiency in developing and implementing advanced risk models - IRB implementation, PD & LGD modelling capabilities for both corporate & retail portfolio.
Good knowledge of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, logistic/linear regressions, Time series, scorecard calibration
Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis.
Exposure to regulatory stress testing processes around credit risk & ICAAP
Exposure to implementation of ICAAP
Liquidity Risk:
Experience in working in Treasury & ALM department in Banks or Management consulting firms
Expertise in conducting ILAAP assessments to evaluate a bank's liquidity risk management framework
Proficiency in liquidity stress testing and the development of contingency funding plans
Knowledge of regulatory liquidity ratios, such as LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio)
Ability to articulate liquidity risk appetite and align it with the bank's strategic objectives
Expertise in conducting intra-day liquidity management and computing other Liquidity ratios

Desired candidate profile

• Graduate or Post Graduate degree in Economics, Banking and Finance, Computational Finance, Mathematics, Statistics, Physics or equivalent preferred
• Min 6-10 years or more relevant experience relevant risk management domain, a few years of which in a consulting firm
• Contributing to the creation of new Solutions/Services, tools, and materials and drive business development activities.
• Right attitude to understand, collaborate with other competencies/ sub competencies and align with the organizational goals and priorities.
• Experience in working with large Banking accounts and managing key client stakeholders in consulting firms
• Proficient in SQL, Python, Power BI, Machine Learning and Artificial Intelligence
• Strong understanding of regulatory requirements, market standards, and key challenges for financial risk domains
• Strong presentation skills and proficiency in the use of PowerPoint, Word and Excel
• Experience in one of the following areas: