Roles & Responsblities
Review of risk management policies covering Credit, Market and Liquidity risk
- Review of enterprise risk management framework and risk appetite for the organization
- Identify and analyze threat to Assets and Earning capacity
- Establish and monitor risk limit / parameters covering Credit, Market and Liquidity risk
- Design early warning signals
- Perform portfolio review on continuous basis by designing various monitoring reports and exception reporting
- Review of credit approvals / exception handling
- Development / Validation of models for PD, LGD, EAD, ECL and ALM models
- 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)
7-10 years’ experience in Credit / Market / ALM Risk
Good understanding of Financial sector with technical understanding of various financial models