AVP Regulatory Policies Risk Estimation Models with a LargePrivate Bank - Mumbai, India - Riverforest Connections Private Limited

Description

JobPurpose

• Thepersons primary responsibility will be Project implementations forRegulatory policies pertaining to capital and provisions fromCredit Risk point of view and developing internal risk estimationmethodologies pertaining to PD LGD and EAD.
• Therole will involve liaising with Finance Operations IT Credit PolicyCredit Risk Analytics Audit and ValidationUnits.
• Activeengagement with SeniorManagement
• Leadinganalysts to drive projects towards timely and efficientcompletion

JobResponsibilities

RegulatoryGuidelines & Internal Policies

• Functionalunderstanding of changes / updates in regulatory guidelines in IRBcapital guidelines and provisioning guidelines such as IndAS ECL /US GAAP CECL from a Credit Risk point ofview.
• Assessingthe impact of these changes on Banks reporting liaising withstakeholder departments such as Finance / Credit for feedbackproviding support and guidance for the required system enhancementsthereon.
• Presentationto senior management detailing the new / update in capital /provisioning guidelines and the resultant impact onreportings.
• Methodologyrefinements to Banks Credit Risk StressTesting
• Assessing the RetailPortfolios distribution and analysing reasons formovements
• Ensuring appropriatedocumentation / internal policy formulation for capital /provisioningstandards

Risk EstimationModels &Methodologies

• Review ofvarious risk estimates methodology for both Basel and IFRScomprising of PD LGD EAD(CCF) riskcomponents.
• Implementationof new methodologies for the estimation of risk components for newguidelines compliance and for internal methodologyenhancement
• Presentation tosenior management on analyses / trends in riskestimates
• Providinginputs to senior management for Investor calls /presentations
• Ensuring appropriatedocumentation / policy formulation for riskestimation

Team / Stakeholdermanagement

• Workwith a team of analyst / senior analyst and guide them on variousaspects related to capital / provisioning computations guidelinesinterpretation
• Liaiseactively with Operations Credit Finance and IT units for inputs onnew guidelines / riskmethodologies

KeySkills

• Team Management &Strong interpersonal and communicationskills
• Excellent Quantitative andanalytical skills
• Good understanding of theregulatory guidelines with respect to capital adequacy / ECLcomputations and the related risk estimationtechniques
• Good understanding of Bankingespecially retail assets
• Good excel skills andpresentation skills.
• Experience in handling largevolumes of data. Knowledge of R/SAS/Python is preferred.
• Should be able tomanage and groom the junior team members in order to develop theircompetencies.

EducationalQualifications

Postgraduate degree(preferably in Statistics or an MBA or Economics degree with astrong quantitative underpinning) from a respected institution withan outstanding academicrecord

ExperienceRequired : Min 6yrs

CandidateProfile Looking for someone who has experience inanalytics IRB models regulatory guidelines.

analytics,RegulatoryGuidelines,IRB models,PD,LGD,EAD