Financial Risk Management
1 Nos.
58424
Full Time
5.0 Year(s) To 15.0 Year(s)
0.00 LPA TO 60.00 LPA
Sales / BD
Account/Finance/Tax consulting
Job Description:
- Developing a framework for risk appetite and risk tolerance limits
- Developing the existing Risk Appetite framework.
- Developing Risk Appetite Statement (RAS) approved by the Board of Directors in line with the strategy.
- Developing Tolerance Limits for the key risks.
- Developing a plan for maintaining and reviewing the Risk Appetite Framework and the Tolerance Limits.
- 2 Developing credit rating policy, models and mechanisms
- Developing credit rating policies (including aspects of governance, develop-ment, utilization, validation, risks).
- Lead development of credit rating models for retail or corporate or SME or project finance portfolios
- Lead review, validation and enhancement of credit rating models for project finance portfolio
- Developing a risk-based pricing framework to include the following:
- Methodology for calculating Risk-Adjusted Return on Capital (RAROC) against the Economic Capital (EC).
- Methodology for risk-adjusted performance assessment of business, areas and product types based on the developed credit ratings.
- Implementation of IFRS 9 standards across Banks
- Recommend and implement a methodology for Stage wise allocation of assets
- Update the current PD models and compute PD estimates as per IFRS 9 guidelines
- Develop LGD estimation technique and arrive at LGD estimates
- Develop EAD estimation techniques and arrive at EAD estimates
- Development and update of Policies and Procedures for Implementation of IFRS – 9
- Reporting for the aforementioned models. Design reports templates
- Developing / reviewing and enhancing stress testing models and approaches
- 3 Reviewing and developing mechanisms for controlling the Credit Portfolio
- Review and develop working and monitoring mechanisms for credit Portfolio in order to include the following general objectives:
- Deep understanding and exposure to Credit risk management in Corporate/Wholesale portfolios
- Setting the methodology/approach and standardizing risk measures and models.
- Carrying out portfolio stress tests.
- Undertake review of the credit portfolios of the Corporate Banking Group and/or SME Banking in order to monitor portfolio credit quality, identify portfolio trends with recommended actions for improvement in portfolio quality.
Key Skills :
Company Profile
It is a global consulting firm that delivers deep expertise, objective insights, a tailored approach and unparalleled collaboration. We help you confidently address challenges and opportunities in technology, finance, transformation, business process, risk, compliance, transactions and internal audit.
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