About the role
Responsibilities:
- Measure and monitor exposures across various lending and investment portfolios.
- Ensure appropriate treatment of undrawn commitments, credit enhancements, guarantees, co-lending exposures, securitization exposures, and other relevant off-balance-sheet items, as applicable.
- Reconcile exposure figures with Finance, Operations, and other source systems.
- Identify and escalate early-warning levels and potential breaches on a timely basis.
- Develop, maintain, and periodically enhance exposure measurement models, calculation engines, and analytical tools.
- Translate approved risk policies and exposure definitions into practical calculation methodologies.
- Implement appropriate exposure allocation methodologies and models.
- Prepare and circulate weekly exposure reports.
- Perform pre-clearance checks for new or incremental exposures before approval/disbursement.
Requirements:
- PG in finance and economics.
- An MBA or CA would be an advantage.
- Advanced MS Excel, strong analytical and numerical skills, and a good understanding of credit and lending concepts.
- SQL, Power BI, and Python would be added advantages.
- 2-4 years of experience in a bank, NBFC, rating agency, consulting firm, or risk analytics environment.