Fusion Finance - Assistant Vice President - Credit & Market Risk

Description:
Job Role:
To develop methodology and mechanisms to monitor and control Credit, Market and Liquidity risk within the organization and develop early warning signals for monitoring the risk profile to ensure that proactive measures can be taken on timely basis.
:
- 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
Skills:
- Good understanding of financial sector with technical understanding of various financial models
- Analytical mindset
- Understanding of Credit underwriting and market risk management process
- Interpersonal and organizational skills
- Critical Thinking / Problem Solving
- Teamwork / Collaboration.
- Adaptability / Decisiveness