Manager- Credit Risk and Economic Capital recruitment
Primary responsibilities – Take custody of the credit risk management policies of the bank and initiate necessary changes as and when required.Develop / improve risk rating systems for all credit portfolios of the bank.Validate and back-test risk rating systems to be at least in line with BIS requirements.Train and create adequate awareness in the organisation on the use of risk rating systems.Evaluate and establish methods for calculating Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD).Establish procedures for collecting and maintaining appropriate data Read more […]