Lead - Risk Management-Delhi NCR

Michael Page; Delhi; On-site; INR 9,00,000 - 12,00,000; Full time

Job summary

A leading financial services firm in India seeks a seasoned financial analyst with over 10 years of experience. The role involves analyzing risk factors, conducting stress testing, and developing credit loss models aligned with regulatory standards. Candidates should possess a postgraduate degree, preferably in FRM or CFA, along with expertise in Basel norms and data analytics tools like SQL and Python. This is a great opportunity to enhance your career in a thriving NBFC environment.

Benefits

Opportunity to learn and grow

Work with a leading NBFC

Qualifications

• Minimum 10+ years of work experience in relevant fields.
• Strong understanding of Basel norms and IFRS 9 concepts.
• Experience with data mining and regression analysis.

Responsibilities

• Analyze and visualize risk factors using analytics tools.
• Enhance and perform Internal Capital Adequacy Assessment Process (ICAAP).
• Conduct Stress Testing on material risks as per RBI guidelines.
• Develop and maintain risk-based pricing models.

Skills

SQL

Python/SAS

Power BI

Excel

Credit Loss Modelling

Data Analysis

Econometrics

Machine Learning algorithms

Education

Post-Graduate (FRM / CFA preferred)

Job description

• Great Organization
• opportunity to learn and grow

About Our Client

One of the fastest growing NBFCs in India.

Job Description

1. Analysis and visualization of risk factors using database and analytics tool like SQL, Python/SAS, Power BI, Excel
2. Responsible for enhancing and performing Internal Capital Adequacy Assessment Process (ICAAP) and prepare comprehensive ICAAP document for presentation to Board in line with Basel / RBI norms. Keep ICAAP policy updated in line with regulatory guidelines.
3. Perform Stress Testing on material risks in line with RBI guidelines / Basel norms and Stress Testing Policy. Develop & maintain Stress Testing Framework
4. Credit Loss Modelling for the Corporate Finance Portfolio for ECL Provisioning
5. Maintain credit Models on Basel/IFRS 9 (PD, LGD, EAD) etc. for ECL (Expected Credit Loss) Calculations
6. Develop and maintain 'Risk-Based-Pricing' and 'RAROC' models for Corporate Finance portfolio
7. Query large data sets to draw insights from loan portfolio data to detect early warning indicators
8. Extensive data mining to monitor the changes in trends, outlook and review the portfolio quality and performance
9. Data Analysis and performance Tracking/Portfolio Management for the Corporate Portfolio
10. PD Modelling with Flow rates and Linear Regression, and Vasicek method
11. Perform Stochastic Stress Testing using Regression, Vasicek, CIR models
12. Perform portfolio analytics - Vintage, Waterfall, Through the door analysis etc.
13. Perform Portfolio deep-dive to identify emerging trends; contribute towards improving portfolio quality and reducing non-performing loans
14. Regulatory Report filing on Monthly/Quarterly/weekly basis
15. Design Guardrails for each product and monitor them for sensing & sending Early Warning Alerts
16. Monitor Macro/Micro/High Frequency indicators; keep a close monitoring on movement of these indicators and perform impact assessment.

The Successful Applicant

• Post-Graduate (FRM / CFA preferred)
• Min 10+ Years of Work Exp.
• Understanding of Basel norms/IFRS 9 (PD, LGD, EAD), IND AS9, ICAAP, RAROC, Regulatory, Financial Concepts. Statistical Concepts (Econometrics), Data Science and Machine Learning algorithms,

What's on Offer

To work with one of the leading NBFCs in India.