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Lead - Risk Management-Delhi NCR

Delhi Permanent View Job Description
Responsible for enhancing and performing Internal Capital Adequacy Assessment Process (ICAAP) and prepare comprehensive ICAAP document for presentation to Board in line with Basel / RBI norms. Keep ICAAP policy updated in line with regulatory guidelines
  • Great Organization
  • opportunity to learn and grow

About Our Client

One of the fastest growing NBFCs in India.

Job Description

  1. Analysis and visualization of risk factors using database and analytics tool like SQL, Python/SAS, Power BI, Excel
  2. Responsible for enhancing and performing Internal Capital Adequacy Assessment Process (ICAAP) and prepare comprehensive ICAAP document for presentation to Board in line with Basel / RBI norms. Keep ICAAP policy updated in line with regulatory guidelines.
  3. Perform Stress Testing on material risks in line with RBI guidelines / Basel norms and Stress Testing Policy. Develop & maintain Stress Testing Framework
  4. Credit Loss Modelling for the Corporate Finance Portfolio for ECL Provisioning
  5. Maintain credit Models on Basel/IFRS 9 (PD, LGD, EAD) etc. for ECL (Expected Credit Loss) Calculations
  6. Develop and maintain 'Risk-Based-Pricing' and 'RAROC' models for Corporate Finance portfolio
  7. Query large data sets to draw insights from loan portfolio data to detect early warning indicators
  8. Extensive data mining to monitor the changes in trends, outlook and review the portfolio quality and performance
  9. Data Analysis and performance Tracking/Portfolio Management for the Corporate Portfolio
  10. PD Modelling with Flow rates and Linear Regression, and Vasicek method
  11. Perform Stochastic Stress Testing using Regression, Vasicek, CIR models
  12. Perform portfolio analytics - Vintage, Waterfall, Through the door analysis etc.
  13. Perform Portfolio deep-dive to identify emerging trends; contribute towards improving portfolio quality and reducing non-performing loans
  14. Regulatory Report filing on Monthly/Quarterly/weekly basis
  15. Design Guardrails for each product and monitor them for sensing & sending Early Warning Alerts
  16. Monitor Macro/Micro/High Frequency indicators; keep a close monitoring on movement of these indicators and perform impact assessment.

The Successful Applicant

  • Post-Graduate (FRM / CFA preferred)
  • Min 10+ Years of Work Exp.
  • Understanding of Basel norms/IFRS 9 (PD, LGD, EAD), IND AS9, ICAAP, RAROC, Regulatory, Financial Concepts. Statistical Concepts (Econometrics), Data Science and Machine Learning algorithms,

What's on Offer

To work with one of the leading NBFCs in India.

Quote job ref
JN-042025-6717776

Job summary

Function
Banking & Financial Services
Sub Sector
Credit Risk
What is your area of specialisation?
Financial Services
Location
Delhi
Job Type
Permanent
Job Reference
JN-042025-6717776

Diversity & Inclusion at Michael Page

We don't just accept difference - we celebrate it. We encourage applicants from all backgrounds to apply for this role and are committed to building inclusive, diverse workplaces where everyone can thrive. If you require any support or reasonable adjustments during the recruitment process, please let us know.