Fusion Finance - Assistant Vice President - Credit & Market Risk

About:

• Leading the credit and market risk vertical within the RMD & guiding the team to improve the risk monitoring process
• Review & improvise the risk management policies covering Credit, Market and Liquidity risk
• Review & improvised the enterprise risk management framework and risk appetite for the organization
• Perform dynamic portfolio review on continuous basis by designing various monitoring reports and exception reporting
• Identify early warning signals in the portfolio to take timely corrective actions
• Identify and analyze threat to Assets and Earning capacity
• Establish and monitor risk limit / parameters covering Credit, Market and Liquidity risk
• Developing credit approval matrix and review of credit approvals / exception handling
• Designing analytic methodology for review and approval of new branches
• Development / Validation of models for PD, LGD, EAD, ECL and ALM models etc.
• Stress testing of portfolio on periodic basis
• Review of Asset liability profile of the company covering Structured Liquidity Statement, IRS, Behavior Analysis LCR, NSFR