Vice President - Risk Audit - Credit Risk & Market Risk - Bank

CA, FRM candidates preferred. Looking for senior level candidates who are experienced in Audit of Risk Function, majorly Credit Risk & Market Risk from Banking & Financial Services.

The candidate would be heading Risk Audit function & will be managing Audit for 80% Credit Risk & 20% Market Risk.

Credit Risk Audit :

- Drafting and implementation of Credit risk and Market risk policy.

- Appraising Credit Notes and approving Credit and Counterparty Limits as a member of Credit Committee. Reviewing Rating Changes, if any.

- Setting-up Credit Limits in the Local FOS Tool. Periodically monitoring the exposures to ensure adherence to Credit Policy & Limits.

- To periodically monitor exposure to low rated instruments, sensitive sectors, asset classes, concentration risk in any particular scheme / issuer.

- Developed in-house Portfolio Credit Rating Analysis (Scoring) Model similar to Fund Credit Rating Matrix by CRISIL to assess & compare Portfolio Credit Risk Profile.

Market Risk Audt :

Sourcing of market risk data including positions and sensitivities to ensure completeness across various businesses and trading strategies.]

Handling Sensitivity data (viz. Delta, Gamma, Vega, Vanna, Volga, etc) validation of each cluster under US and Europe regions.

Lekhram Vishwakarma
Senior Consultant - Human Resource
Skillventory