Senior Credit Risk Manager
4 days ago
Job Title: Senior Credit Risk Manager - Financial Risk Management Expert
Job Summary: Protiviti India Member Private Limited is seeking an experienced Senior Credit Risk Manager - Financial Risk Management Expert to lead our efforts in Model Monitoring and Governance.
About the Role:
- Develop and implement comprehensive monitoring frameworks for Basel and Decision Credit Risk models, including PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default).
- Ensure compliance with regulatory guidelines from PRA, HKMA, and other bodies, including Basel 3.1, CCAR, IFRS9, and SS 1/23.
- Conduct periodic backtesting, sensitivity analysis, and benchmarking to assess model accuracy and performance.
Requirements:
- Expertise in Basel methodologies, including cyclicality, hybrid PD, and components-based LGD.
- Strong knowledge of backtesting, sensitivity analysis, and benchmark model evaluation.
- Proficiency in managing large datasets and ensuring data integrity.
About Protiviti India:
Protiviti India, recognized as a Great Place to Work, operates across multiple cities in India, working with Fortune 100 and Fortune 500 companies to address complex business challenges.
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