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Senior Credit Risk Manager - Investment Bank

6.00 to 11.00 Years   Pune   30 Jan, 2022
Job LocationPune
EducationNot Mentioned
SalaryNot Disclosed
IndustryRecruitment Services
Functional AreaFinance / Accounts / Tax
EmploymentTypeFull-time

Job Description

    Senior Credit Risk Manager Investment BankOur client is a leading international organization in the Investment Banking space looking to hire an experienced AVP level individual at Pune who have 6+ years of experience in doing Credit Risk Analysis with good team management skills. Some of the key responsibilities will include : - Validating credit risk exposure calculation at a counterparty and a portfolio level across various business divisions like Prime Brokerage, OTC Derivatives, FX, Repo, ETFO, and SLB from Internal limit monitoring perspective using different methodologies like Monte Carlo, Historical Simulation etc.- Providing Monte Carlo exposure calculation tools requirements and test same tools in UAT phase. - Validating end-to-end data flow and functioning logic of our proprietary Credit Risk Management tool.- Re-computing credit risk exposures for data quality or methodology issues.- Analysing Potential Exposure/Current Exposure of traded products and provide qualitative commentary for Day on Day, Week on Week and Month on Month exposure moves.- Identify and facilitate resolution of issues leading to anomalous Exposure values and calculation of indicative exposures by using advanced simulation tools and models for factor based, sensitivity based (Historical simulation) and Monte Carlo (Taylor series approximation and/or Partial revaluation) risk calculators.- Interacting with various business partners like - Credit Analytics, Credit Risk Reporting, Credit Risk managers, data suppliers and process teams responsible for key data sources and processing. To be eligible for this role you will require : - Proven experience of at least 6 years in a financial institution with detailed product knowledge of derivatives and lending products, demonstrating deep understanding of Counterparty Risk management tools and techniques & good analytics skills.- Knowledge of Basel Capital ratios, IOSCO, SACCR, Standardized approach, Shortcut approach and regulatory risk topics such as RWA, EPE & EE, Margining, Wrong way risk, Shortcut Exposure Method, SACCR, IOSCO, from Basel 3 regulations perspective.- The ability to work with large volumes of data using spread sheet and Database Query tools (MS Excel and Access) with basic VBA/Python/ R coding skills.- Can interact optimally with business partners and are driven with a strong personality, able to move forward in both existing processes as well as the related projects in parallel to each other.- A positive can do approach along with ability to communicate optimally at all levels.- Result oriented, dedicated, hardworking who can work on own initiative and can deliver on time with a high level of integrity and flexibility, sense of urgency, attention to detail and quality standards.- Dedication to fostering an inclusive culture and value varied perspectives.,

Keyskills :
bankingriskcredit riskcredit ratingstress testingcredit risk analysisrisk management toolscredit risk managementdata flowdata qualityspread sheet

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