- Lead implementation of Basel II Advanced Approaches, including internal model validation, IRB documentation, and computation of credit risk parameters such as PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default).
- Manage and enhance the Internal Ratings Framework, ensuring effective governance of credit rating models, scorecards, and validation processes.
- Act as a liaison among business users, technology teams, and third-party vendors to ensure system performance, timely issue resolution, and seamless delivery of enhancements.
- Conduct end-to-end system testing, including defect validation, data reconciliation, and model logic verification.
- Lead the development and implementation of the Expected Credit Loss (ECL) framework under Ind AS, including asset staging, lifetime ECL computation, macroeconomic overlays, and forward-looking PD estimates.
- Drive initiatives under Risk-Based Supervision (RBS) by responding to regulatory queries and closing supervisory gaps.
- Improve data quality and governance within credit risk systems, ensuring consistency and completeness of critical data elements.
- Maintain compliance with regulatory guidelines and internal risk policies, including Basel III norms, ICAAP requirements, and RBI circulars.
- Apply Stress Testing and RAROC (Risk-Adjusted Return on Capital) principles to enhance capital planning and portfolio risk assessment.
- Work with large datasets for analysis and risk modeling using advanced Excel skills and reporting tools.
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Credit Risk Manager - Mumbai - confidential
Description
Role & Responsibilities
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Risk Management Specialist/ Risk Manager
Full time confidential- Mumbai
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Risk Management
Nomura- Mumbai
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Manager Risk
Only for registered members Mumbai
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AVP - Risk - Risk Management
Only for registered members Mumbai Metropolitan Region
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Risk Manager
Only for registered members Mumbai Metropolitan Region
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Risk Management
Only for registered members Mumbai
-
Risk Management
Only for registered members Mumbai, Maharashtra
-
Risk Manager
Only for registered members Mumbai, Maharashtra, India
-
Risk Management
Only for registered members Mumbai, Maharashtra, India
-
Risk Management
Only for registered members Mumbai
-
Risk Manager
Only for registered members Mumbai
-
Manager - Risk
Only for registered members Mumbai, Maharashtra
-
Risk Manager
Only for registered members Mumbai, Maharashtra
-
Risk Manager
Only for registered members Mumbai, Maharashtra
-
Risk Manager
Only for registered members Mumbai, Maharashtra
-
Risk Manager
Only for registered members Mumbai, Maharashtra
-
Risk Management
Only for registered members Mumbai
-
Risk Management
Only for registered members Mumbai, Maharashtra
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Risk Management
Nomura- Mumbai
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Risk Manager
Only for registered members Mumbai
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Risk Management
Only for registered members Mumbai, India