Vice President - Credit Risk - Bank

1. Developing internal rating/scoring models for various business segments of the Bank

2. Validation of the internal models and reviewing changes based on the validation exercise

3. Highly analytical in Review of Credit Portfolio and recommending appropriate actions

4. Basel II/III implementation and computation of CRAR

5. Developing Risk Based pricing models

6. Hands-on in Risk Rating models and system support for capital adequacy computation

7. Stress testing of credit risk - Sensitivity and Scenario analysis

8. Preparation of ICAAP and relevant policies and documentation relating to implementation of Basel II guidelines.

9. Reviewing various internal policies and formulating policies based on RBI/Basel II guidelines.

10. Review of Industry Risk and preparation of related reports

11. Proficient in MS tools.