Posted By
Priyanka Khippal
Assistant Manager-Recruitment at ANRI Solutions HR Services Pvt. Ltd.
Last Login: 01 May 2020
Posted in
Banking & Finance
Job Code
539384
Have an urgent opportunity for Director-Credit Risk with one of the BIG 4 for Gurgaon/ Mumbai location.
Key Responsibilities Areas:
- Engage with clients to understand specific problem areas and deficiencies, if any, pertaining to credit risk management
- Conduct reviews of credit risk management framework, including qualitative elements such as policies, limit management, MIS & reporting frameworks etc.
- Assist clients in strengthening credit risk management framework to comply with regulatory requirements and industry leading practices
- Recommend remedial action steps to address gaps identified
- Develop policies, procedures and associated documents for credit risk management framework
- Develop capital computation methodologies under Basel II standardized and IRB approaches and facilitate the transition of banks from Standardized to IRB approach
- Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, PD, LGD, EAD, M etc.
- Assist in implementing credit risk models developed in credit risk management systems like SAS, OFSAA etc.
- Undertake IFRS 9 impairment testing activities and develop models required for the same. Assist in validation of models where required to confirm adherence to IFRS 9 requirements.
- Assist in development of new solutions for the firm, based on market requirements and business line strategy
- Develop Thought Leadership articles around solutions to create market awareness and visibility
- Participate in organizing symposiums, conferences etc. to create better brand and solution visibility
General requirements:
- Candidates should have at least 14+ years of experience for Director. Experience may be in a consulting firm or financial institution.
- Candidate should have sound knowledge and understanding of the credit products in the Indian markets, including trade finance products.
- Knowledge of IFRS 9 impairment testing norms, experience of developing impairment testing models and market conventions around the same would be highly desirable.
- Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is essential, including knowledge of capital calculation methodologies under Basel II / III
- Should have hands-on experience of using statistical tools such as SAS, R, MATLAB, FINCAD etc. Knowledge of programming on VBA, C++/Java, etc. and experience of credit risk systems (CRISIL, SAS, Numerix, Oracle OFSAA etc.)would be a strong advantage.
Academic qualifications
- MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premier institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.
- Professional Certifications like the CFA and FRM will be an added plus
- Quantitative training and strong problem solving as well computer skills (C++, Java, and MATLAB) are necessary.
Soft skills and desired characteristics:
- Ability to work comfortably at the highest levels of client organizations and interacting closely with high level executives in a range of environments
- Comfortable functioning in a broadly positioned role in a highly diverse service lines working across industry verticals. Must possess an impressive executive demeanor, a team oriented and collaborative approach, and excellent presentation skills, including strong oral and writing capabilities
- Committed, hardworking individuals willing to spend hours on research
- The individual must possess and demonstrate high integrity and credibility as perceived by all those with whom s/he will work
- Strong intellect coupled with proficient commercial instincts
- Diplomatic, flexible and have a good team approach.
If interested, kindly contact below:
Priyanka Khippal
Team Leader,
Contact No : 9540488666
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Posted By
Priyanka Khippal
Assistant Manager-Recruitment at ANRI Solutions HR Services Pvt. Ltd.
Last Login: 01 May 2020
Posted in
Banking & Finance
Job Code
539384