Key Roles & Responsibilities
- To support Group Risk Division in providing cost effective/practical solutions that meet their efficiency and infrastructure, regulatory compliance, data and portfolio management objectives.
- Work closely with Group risk users to understand their requirements and solution initiatives related to Credit risk modelling (Credit Risk Scorecards, Internal Rating models, Expected Credit Loss models, Credit Stress Testing models, Economic Capital models and Machine Learning models), Credit decisioning, Internal Capital Adequacy Assessment Process (ICAAP) and regulatory stress tests, Credit Risk exposure calculation and limits monitoring, credit portfolio management, Management of data integrity and data lineage and Debt Collection process.
- Gather requirements for group risk division, understand the scope, and design a blueprint of how the technology and systems should work together to ensure the final solution meets the needs of the business.
- Collaborate with various departments across the bank such as system development, architecture, infra, security etc. to come up with end to end solution design, scope of work and cost estimates.
- Present the value proposition, cost benefit analysis and provide recommendations to both business and technology management teams on the solution options.
- Stay informed about the emerging trends in the risk management space, new and evolving technologies, sustainability initiatives to contribute to the success and relevance of the solutions in the rapidly changing business landscape.
- Perform project activities from requirement analysis, functional specifications, user stories, testing and go-live in in both SDLC & Agile/SCRUM delivery approaches.
Qualifications
- Good understanding of Treasury Products (any of the asset classes from Interest Rate, Forex, Credit, Equity and Commodities) and trade lifecycle.
- Good understanding of risk management concepts with a focus on credit risk management, risk analytics, credit portfolio management and data management.
- Basic understanding of regulatory capital assessment regulations.
- Ability to engage stakeholders to elicit business requirements, document the requirements and prepare functional specification documents.
- Strong communication and stakeholder management,
- Strong team player with the ability to take ownership and deliver independently.
- Good understanding on tools such as JIRA, confluence etc
