Credit and Market Risk – Sr. Manager

4 weeks ago


Delhi, India Fusion Microfinance Full time

Roles & Responsblities

Review of risk management policies covering Credit, Market and Liquidity risk

Review of enterprise risk management framework and risk appetite for the organization Identify and analyze threat to Assets and Earning capacity Establish and monitor risk limit / parameters covering Credit, Market and Liquidity risk Design early warning signals Perform portfolio review on continuous basis by designing various monitoring reports and exception reporting Review of credit approvals / exception handling Development / Validation of models for PD, LGD, EAD, ECL and ALM models Stress testing of portfolio on periodic basis Review of Asset liability profile of the company covering Structured Liquidity Statement, IRS, Behavior Analysis LCR, NSFR

Skills & Qualifications

CA / FRM / CFA / MBA (Finance)
7-10 years’ experience in Credit / Market / ALM Risk
Good understanding of Financial sector with technical understanding of various financial models



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