Financial Risk Management

3 weeks ago


Hyderabad, Telangana, India Paradise Placement Consultancy Full time

Job Description:

Developing a framework for risk appetite and risk tolerance limits Developing the existing Risk Appetite framework. Developing Risk Appetite Statement (RAS) approved by the Board of Directors in line with the strategy. Developing Tolerance Limits for the key risks. Developing a plan for maintaining and reviewing the Risk Appetite Framework and the Tolerance Limits. 2 Developing credit rating policy, models and mechanisms Developing credit rating policies (including aspects of governance, develop-ment, utilization, validation, risks). Lead development of credit rating models for retail or corporate or SME or project finance portfolios Lead review, validation and enhancement of credit rating models for project finance portfolio Developing a risk-based pricing framework to include the following: Methodology for calculating Risk-Adjusted Return on Capital (RAROC) against the Economic Capital (EC). Methodology for risk-adjusted performance assessment of business, areas and product types based on the developed credit ratings. Implementation of IFRS 9 standards across Banks Recommend and implement a methodology for Stage wise allocation of assets Update the current PD models and compute PD estimates as per IFRS 9 guidelines Develop LGD estimation technique and arrive at LGD estimates Develop EAD estimation techniques and arrive at EAD estimates Development and update of Policies and Procedures for Implementation of IFRS – 9 Reporting for the aforementioned models. Design reports templates  Developing / reviewing and enhancing stress testing models and approaches 3 Reviewing and developing mechanisms for controlling the Credit Portfolio Review and develop working and monitoring mechanisms for credit Portfolio in order to include the following general objectives: Deep understanding and exposure to Credit risk management in Corporate/Wholesale portfolios Setting the methodology/approach and standardizing risk measures and models. Carrying out portfolio stress tests. Undertake review of the credit portfolios of the Corporate Banking Group and/or SME Banking in order to monitor portfolio credit quality, identify portfolio trends with recommended actions for improvement in portfolio quality.

Key Skills :

Credit Risk

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