Credit Risk Management
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Job Location:
Monthly Salary:
Posted on:
2 hours ago
Vacancies:
1 Vacancy
Job Summary
Location: Chennai
Notice Period: Immediate to 60 days
Level : Senior Consultant / Consulting Manager
Job Description
• Credit Risk knowledge – hands on experience in Credit Risk reporting like LEF SCCL. understanding AIRB / FIRB models
• IT BA experience
• Hands on SQL
• Agile project execution
• Good presentation and communication skills
Knowledge and Experience:
- Experience in financial risk management credit risk credit risk model (LGDPDEAD) – hands on experience in LEF ESN and SCCL
- Experience in identifying and assessing key business processes understanding of data ingestion from FO especially in EOD c format
- Experience in Basel regulation
- Experience working in Agile projects using Jira creating user stories and overall knowledge of the Agile Framework.
Skills and Competencies:
- Ability to quickly learn organizational structure business strategies and processes
- Good knowledge of Capital Markets Risk Management and reporting
- Should have sound understanding of financial instruments basics- loans deposits repos seclending
- Specific Domain skills : Finance & Risk Experience in Functional analysis on Liquidity reporting / Credit Risk credit risk model (LGDPDEAD)
- AIRB models – credit exposure calculation
- Lead discussions on detailed requirement phases identifying tracking escalating and/or resolving business systems issues
- Knowledgeable on business process modeling process mapping
- Knowledge of IT delivery methodologies: Agile Iterative Waterfall and Waterfall
- Write clear and well-structured business requirements documents User stories if required.
- Advanced ability to resolve minor conflicts/issues using different tactics for prior to escalation
- Strong analytical and problem solving skills
- Strong written and verbal communication skills
Attributes:
- Business acumen
- Able to deal with ambiguity
- Analytical thinker detailed-oriented with good problem solving skills
- Results oriented
- Organized with strong time management skills
- Ability to work independently
Keywords :
Credit Risk Reporting; Risk Management ;ECL / IFRS 9 / Impairment reporting; PD LGD EAD (Probability of Default Loss Given Default Exposure at Default); Basel II / Basel III – Capital adequacy RWA (Risk Weighted Assets); CCAR
