AVP - Credit Risk Query Resolution & Analysis

Job Description :

- Credit Risk Feeds (CRF) team which works on the strategic infrastructure to ensure complete data capture from upstream source systems and remediation in support of the calculation and measurement of credit risk exposure.

- Credit Risk Query Resolution & Analysis (CRQRA) team which conducts the root cause analysis of queries raised by stakeholders - all users of Credit Risk Exposure - to support the validation of exposure from methodology and data flow standpoints and strategic remediation of gaps, if any.

- Credit Risk DLE Validation team (CRDV) which provides a comprehensive exposure analysis and validation to stakeholders - primarily CRM - and liase with upstream partners to ensure the complete and accurate measurement of credit risk exposure.

- Credit Risk Exposure Moves Analysis (CREMA) team which validates credit risk exposure for inputs to CFO for the purpose of regulatory RWA and Capital reporting

- The CRDA team is seeking to recruit an AVP to manage a sub-process/function of CRQRA/CRDV/CREMA teams

- Manage daily/weekly/monthly deliverables for PRA, FINMA regulator reports and internal stakeholders

- Manage the book of work on strategic remediation tasks and set targets on closures and ageing.

- Lead key regulatory projects pertaining to interpreting system and business logic and validation of exposure methodologies and manage team participation in various phases of the project.

- In instances where data/methodology issues are identified, liaise with partner teams on acceptance and prioritization of the required remediation work.

- Produce daily, weekly and monthly trend reports to reflect IB credit risk profile per Basel II & III norms

- Track trend of IB credit risk portfolio and provide suitable commentary on gross level movements for dashboard reporting

Qualifications :

- Graduate or Post-Graduate in Finance/Statistics/Economics/Sciences/Engineering/Mathematics

- Completed or currently taking the CFA or FRM qualifications

- Upto 8 years of work experience in Credit Risk or related control function, with good product knowledge and good understanding of Risk management tools and techniques

- Strong analytical skills to identify the scope of issues and ability to provide appropriate solutions

- Good knowledge of financial products across various asset classes

- Good knowledge of risk management principles and risk measurement

- Basel Norms

- SQL Knowledge

- Methodologies

- Ability to work around complex data systems

- Strong people leadership experience

- Strong presentation and communication skills, especially with stakeholder groups, including senior management face-off

- Stakeholder management experience