Job Description

Dear Candidate,
We have a job opening for one of our client for below mentioned position.

Role : Senior Manager
Experience : 2 to 10 Yrs
Location : Maharasthra, Mumbai

Job Title : ERS - Senior manager - GRR - FCMAV

Description :
Key areas of responsibility :
Engage with clients to understand specific problem areas and deficiencies, if any, pertaining to credit risk management Conduct reviews of credit risk management framework, including qualitative elements such as policies, limit management, MIS and reporting frameworks etc.
Assist clients in strengthening credit risk management framework to comply with regulatory requirements and industry leading practices
Recommend remedial action steps to address gaps identified
Develop policies, procedures and associated documents for credit risk management framework
Develop capital computation methodologies under Basel II standardized and IRB approaches and facilitate the transition of banks from Standardized to IRB approach
Develop / validate risk measurement models for credit risk management, incl. models for credit rating, retail scorecards, PD, LGD, EAD, M etc.
Assist in implementing credit risk models developed in credit risk management systems like SAS, OFSAA etc.
Undertake IFRS 9 impairment testing activities and develop models required for the same.
Assist in validation of models where required to confirm adherence to IFRS 9 requirements.
Assist in development of new solutions for the firm, based on market requirements and business line strategy
Develop Thought Leadership articles around solutions to create market awareness and visibility
Participate in organizing symposiums, conferences etc. to create better brand and solution visibility

General requirements
Candidates should have at least 2 + years of experience for Assistant Manager and at least 5+ years of experience for Deputy Manager.
Experience may be in a consulting firm or financial institution.
Candidate should have knowledge and understanding of the credit products in the Indian markets, including trade finance products.
Knowledge of IFRS 9 impairment testing norms, experience of developing impairment testing models and market conventions around the same would be highly desirable.
Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is essential, including knowledge of capital calculation methodologies under Basel II / III
Should have hands-on experience of using statistical tools such as SAS, R, MATLAB, FINCAD etc.
Knowledge of programming on VBA, C++/Java, etc. and experience of credit risk systems (CRISIL, SAS, Numerix, Oracle OFSAA etc.) would be a strong advantage.

Academic qualifications
MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premier institutes required.
Graduates (B.Tech / B.E) with relevant experience can also be considered.
Professional Certifications like the CFA and FRM will be an added plus
Quantitative training and strong problem solving as well computer skills (C++, Java, and MATLAB) are necessary.

Soft skills and desired characteristics
Ability to work comfortably at the highest levels of client organizations and interacting closely with high level executives in a range of environments
Comfortable functioning in a broadly positioned role in a highly diverse service lines working across industry verticals.
Must possess an impressive executive demeanor, a team oriented and collaborative approach, and excellent presentation skills, including
strong oral and writing capabilities
Committed, hardworking individuals willing to spend hours on research
The individual must possess and demonstrate high integrity and credibility as perceived by all those with whom s/he will work
Strong intellect coupled with proficient commercial instincts. Diplomatic, flexible and have a good team approach.

Department : IT
Industry : Software
Skills : c++, java, vba

Recruiter details
Company name : Deloitte
Company discription : Deloitte Touche Tohmatsu India LLP is one of the DTTL member firms in India, which operates through offices in Ahmedabad, Bengaluru, Chennai, Hyderabad, Kolkata, Mumbai, New Delhi/Gurgaon and Pune.