Manager Credit Risk Quant

ROLE & RESPONSIBILITIES

 

a) Understanding of the wholesale, retail and other lending (like Micro Finance) products;

 

b) Sound knowledge on Regulatory and accounting areas like Basel Accords and IFRS 9 (ECL)

 

c) Experience in wholesale / retail model (risk parameter estimations like PD, LGD, EAD, pooling) development and validations

 

d) Understanding of credit processes, compliances and regulatory requirements

 

e) Ability to take an integrated approach to Enterprise Risk Management (ERM)

 

The candidate also needs to have proficiency in one of the following:

 

I. Prior experience in advising Banks/ NBFCs/ Insurance on the above areas

 

II. Prior experience with Banks / NBFCs, preferably with mid office experience in - credit policy & processes, credit ratings/scoring, credit risk modelling, regulatory requirements and preferably should have played a role in defining them