AVP/CRMO - Credit Risk Management - Investment Bank

AVP- (CRMO) Credit Risk Management- Investment Bank

Job Opportunity with Leading Investment Bank

Location : Mumbai

Need : 8 to 13 yrs of experience

Roles & Responsibilities :

- Responsibilities include data analysis and governance which involves detection and resolution of risk data exceptions to improve the quality of counterparty exposures and capital Implementing data quality processes/procedures to ensure accuracy of credit data

- Develop new tools for Credit Risk Project related activities geared towards internal Credit Risk requirements as well as Regulatory requirements

- Capital assurance on regulatory capital (EEPE & sEEPE) and economic capital (Counterparty NCAT) -

- Monitoring / investigation / analysis / resolution of credit exposure metrics (PFE, EE, Current Exp, GWWR, SWWR)

- Understand trade bookings and types to evaluate how exposures will feed and impact into Credit Risk systems across metric

- Limit & Excess Management on Products / Counterparties / Countries and timely escalation on discrepancies to senior management

- Work on regulatory reports for JFSA / PRA / FINRA / SEC and to provide senior management with a view on the credit risk exposures on timely basis