Vice President - Portfolio Risk - NBFC

The ideal candidate will have 7-12 years of work experience in Portfolio Risk Management & Analytics in Unsecured Lending Products. This role is with a leading NBFC in Gurgaon.

Counterparty Risk :

- Evaluate & measure counterparty risk for various partners and come up with risk mitigates.

- Track exposure at risk and contingent liability and work out a framework for the same.

Enterprise Risk :

- Develop an active monitoring framework for mitigating system risk and overall operational risk for the company.

- Prepare governance model ensure strict adherence to the same.

- Front end all regulatory requirements, including internal and external audits.

Risk Strategy :

- Evaluate all credit models basis the model validation report published by data science.

- Independently track model performance vis-- -vis actual performance for every program.

- Validate credit underwriting assumptions (score cut-off criteria) for all model based underwriting programs.

- Drive underwriting strategy (DRE/Open Market / Prospect Scrubbing) across new and old partners.

Monitoring :

- Monitor all Business Analytics dashboards daily and highlight any anomalies/outlier trends.

- Monitor exception reports / trigger reports and create a channel for resolution in the event of failure.

- P&L Management

- Track protected and unprotected book P&L for all programs.

- Create stress testing models using macro-economic variables.

- Track actual vs plan with budget & outlook.