People Powered Solutions
Location
Mumbai | India
Job description
· Oversee the credit risk management process, the execution of internal risk rating system, and the data and reporting management at the loan-level and portfolio-level for the Commercial Mortgage Loan and Whole Loan portfolios.
· Work independently & under general supervision utilizing tools and metrics for statistical credit risk analysis (including among others estimation of PD, LGD, Expected Loss and internal risk rating migrations) to help build solutions for the management of mortgage credit risk
· Provide effective credit risk advice to risk management stakeholders and drive the continuous improvement of the execution of the internal credit risk management system.
· Develop portfolio-level credit risk analysis to identify credit risk migration, the trend, risk concentrations, and emerging risks and develop risk mitigation strategies.
· Develop executive-level reports and presentations for the senior management, the Board and the regulators.
· Experience using standard credit risk evaluation tools such as: Intex, Trepp, Markit, Bloomberg, and Yieldbook.
· Experience working with Commercial Mortgage Loans and Residential Whole Loans portfolios, knowledge of the collateral and the drivers of refinancing, prepayments and default.
· Knowledge of credit risk and its impact on corporate bond pricing and fixed income asset classes in general
· General financial market knowledge – knowledge of equity markets, bond markets, credit spreads and ratings
Knowledge of fixed income pricing and equity pricing analytics. They should understand the concepts of duration and convexity and know how to code an algorithm to calculate these measures.
· Understanding of Financial risk including credit risk, market risk, investment risk and valuation and model risk amongst others
· Previous experience working in a Investment Banking, Credit Rating Agency, Asset Management and/or Insurance firm desired
· Proficiency with Intex, Trepp, Markit, Bloomberg, and Yieldbook. or equivalent tools
· Knowledge of Capital Markets
· Proficiency in Mathematics and Statistics
· Experience in Banking and Financial Serivces preferred
· Able to demonstrate strong problem solving, analytical mindset, communication, and people management skills.
· Good knowledge of Technology, Risk Tools
Good knowledge on Risk / Reward analysis
Job tags
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