Experience: 11-14 years
State: Haryana

Roles and Responsibilities

  • Review & improvise the risk management policies covering Credit, Market and Liquidity risk
  • Review & improvised the enterprise risk management framework and risk appetite for the organization
  • Perform dynamic portfolio review on continuous basis by designing various monitoring reports and exception reporting
  • Identify early warning signals in the portfolio to take timely corrective actions
  • Identify and analyze threat to Assets and Earning capacity
  • Establish and monitor risk limit / parameters covering Credit, Market and Liquidity risk
  • Developing credit approval matrix and review of credit approvals / exception handling
  • Designing analytic methodology for review and approval of new branches
  • Development / Validation of models for PD, LGD, EAD, ECL and ALM models etc.
  • Stress testing of portfolio on periodic basis

Review of Asset liability profile of the company covering Structured Liquidity Statement, IRS, Behavior Analysis LCR, NSFR

Skills & Qualifications

CA / FRM / CFA / MBA (Finance)
10+ years’ experience in Credit / Market / ALM Risk

Understanding of Credit underwriting and market risk management process

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