Senior Manager - Financial Risk Management
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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