VP, Credit Risk Management

Tasks

• Build valuation models for structured finance
• Calculate ECL
• Conduct case by case on site due diligence for corporate clients
• Conduct post investment quantitative risk analysis
• Enhance risk evaluation with business teams
• Monitor early warning indicators
• Perform independent credit risk judgment for structured finance
• Perform stress testing
• Prepare regular reports on structured finance related risks
• Prepare risk assessment reports for structured finance
• Support credit approval processes
• Support team capacity building for credit risk

Perks/Benefits

• N/A

Skills/Tech-stack

Corporate banking | Credit Risk | Credit Risk Management | Credit approval | Data Analysis | Due Diligence | ECL modeling | Early Warning | Early-warning indicators | Expected Credit Loss | FICC | Financial Analysis | Investment banking | Python | Quantitative Risk Analysis | Quantitative risk | Risk Analysis | Risk Management | Stress Testing | Structured finance | Valuation modeling