Senior Risk Manager

1 day ago


Delhi, Delhi, India Fusion Microfinance Full time

**Risk Management Leadership Role**

Fusion Microfinance seeks a seasoned Risk Management Leader to oversee the development and implementation of risk management policies covering Credit, Market, and Liquidity risk.

  • Develop and maintain the enterprise risk management framework and risk appetite for the organization.
  • Identify and analyze potential threats to assets and earnings capacity.
  • Establish and monitor risk limits and parameters for Credit, Market, and Liquidity risk.
  • Design early warning signals to mitigate potential risks.
  • Perform regular portfolio reviews and develop monitoring reports to ensure compliance with risk limits.
  • Review credit approvals and exception handling processes.
  • Develop and validate models for Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Expected Credit Loss (ECL), and Asset Liability Management (ALM) models.
  • Conduct stress testing of the portfolio on a periodic basis.
  • Review the asset liability profile of the company, including the Structured Liquidity Statement, Interest Rate Swap (IRS), Behavior Analysis, Liquidity Coverage Ratio (LCR), and Net Stable Funding Ratio (NSFR).

**Requirements**

CA/FRM/CFA/MBA (Finance) degree and 7-10 years of experience in Credit, Market, and ALM Risk. Strong understanding of the financial sector and technical knowledge of various financial models.



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