Senior Credit Risk Manager

4 days ago


Kolkata, West Bengal, India Protiviti India Member Private limited Full time

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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