Senior Manager - Financial Risk Management

Senior Manager - Financial Risk Management

1 Nos.
58450
Full Time
10.0 Year(s) To 18.0 Year(s)
0.00 LPA TO 0.00 LPA
Accounts / Finance / Tax / CS / Audit
Account/Finance/Tax consulting
BBA / BMS - Account/Finance; MBA/MMS/MPM/PGDM - Finance
Job Description:

? 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.

? Developing credit rating policies (including aspects of governance, development, 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:

o Methodology for calculating Risk-Adjusted Return on Capital (RAROC) against the Economic Capital (EC).

o 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.

o Recommend and implement a methodology for Stage wise allocation of assets.

o Update the current PD models and compute PD estimates as per IFRS 9 guidelines.

o Develop LGD estimation technique and arrive at LGD estimates.

o Develop EAD estimation techniques and arrive at EAD estimates.

o 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.

 
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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