Financial Services Risk Management

Financial Services Risk Management

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>> Job Description:
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>> Please find the details below
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> Position : Assistant Manager- Financial services Risk Management
> Location : Bangalore/ Hyderabad/ Chennai/ Kolkata/ Mumbai
> Experience requirement : 5+
> Joining Date : Immediate to 30 days
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> Job Description
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>> Key Requirements
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>> 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:
> 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
> 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.
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>> Key Skills :
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>> - Assistant Manager
>> - Financial Services
>> - Risk Management