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Manager ECL

2.00 to 4.00 Years   Other Maharashtra   02 Apr, 2019
Job LocationOther Maharashtra
EducationNot Mentioned
SalaryNot Disclosed
Industryanufacturing
Functional AreaGeneral / Operations Management
EmploymentTypeFull-time

Job Description

Department Group:Risk ManagementEssential Skills & Experience

  • To work with deal team to suggest appropriate changes to the deal structure in order to minimize risks
  • Derive insights from portfolio analysis and incorporate the same in the underwriting standards for new deals
  • Ability to perform quantitative analysis like Monte Carlo simulation and Portfolio VaR to quantify risks.
Key Roles/Responsibilities:
  • Independently evaluate investment opportunities across the capital structure (equity, mezzanine and senior debt) in multiple sectors
  • Interact with internal stake holders (deal team, asset monitoring, senior management) and external stake holders (due diligence teams, promoters etc.) to get requisite data for analysis
  • Develop and enhance proprietary in-house models for credit appraisal across sectors
  • Define broader risk thresholds and framework depending on type of investment (equity, debt, mezzanine) and rating of borrower
  • Present independent view on deals to senior management, external co-investment partner and committee of independent Experts/Directors
  • Conduct portfolio analysis and derive at maximum loss potential estimate for the entire portfolio taking into account diversification across various sectors, assets and sub-asset groups
  • Asset Liability Management Understanding of core concepts of ALM and ability to contribute to the implementation of the ALM Policy
  • Group Risk Appetite Contribute to the development of the Group Risk Appetite statement
  • Capital Allocation - Develop a risk adjusted returns based capital allocation framework to allocate capital across various business units.
,
  • Masters/MS/M Tech /CA

Keyskills :
financialservicescustomerserviceduediligenceallocationbusinessdevelopmentmanagementriskunderwritingliabilitymanagementoperationstechmanagementsalesenitfolioanalysisframew

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