IN_Manager _ Credit Risk Quant _Advisory_Mumbai

<table class="MsoTableGrid" border="1" cellspacing="0" cellpadding="0" style="border-width:medium;border-style:none;"> <tbody><tr> <td width="623" colspan="2" valign="top" style="width:467.5pt;border:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <h1><span style="background-size:initial;">Job Description & Summary:</span></h1><p></p> <p class="MsoNormal" style="margin-bottom:0in;"><span style="font-size:14pt;line-height:107%;font-family:'Times New Roman', serif;color:#000000;">Prior experience with Banks / NBFCs, preferably with mid office experience in - credit policy & processes, credit ratings/scoring, credit risk modelling, regulatory requirements and preferably should have played a role in defining them</span><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;background-size:initial;"></span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="margin-bottom:0in;"><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;"> </span></p> </td> </tr> <tr> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;background-size:initial;">Job Position Title:</span></b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;"></span></p><p></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;"><span style="font-family:Georgia, serif;color:#000000;background-size:initial;">IN_Manager _ </span>Credit Risk Quant<span style="font-family:Georgia, serif;color:#000000;background-size:initial;"> _Advisory_Mumbai </span></p> </td> </tr> <tr style="border-left:1px solid #000000;height:16.6pt;"> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;height:16.6pt;"> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;border:none 1pt;padding:0in;">Responsibilities:</span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="vertical-align:baseline;"><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;"> </span></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;height:16.6pt;"> <table class="MsoNormalTable" border="0" cellspacing="0" cellpadding="0" width="469" style="width:352pt;"> <tbody><tr style="border-left:1px solid #000000;height:17.5pt;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:17.5pt;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><b><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">ROLE & RESPONSIBILITIES</span></b></p><p><b></b></p><b></b> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">a) Understanding of the wholesale, retail and other lending (like Micro Finance) products;</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">b) Sound knowledge on Regulatory and accounting areas like Basel Accords and IFRS 9 (ECL)</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.75in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.75in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">c) Experience in wholesale / retail model (risk parameter estimations like PD, LGD, EAD, pooling) development and validations</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">d) Understanding of credit processes, compliances and regulatory requirements</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">e) Ability to take an integrated approach to Enterprise Risk Management (ERM)</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">The candidate also needs to have proficiency in one of the following:</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">I. Prior experience in advising Banks/ NBFCs/ Insurance on the above areas</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:1.25in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:1.25in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">II. Prior experience with Banks / NBFCs, preferably with mid office experience in - credit policy & processes, credit ratings/scoring, credit risk modelling, regulatory requirements and preferably should have played a role in defining them</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.25in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.25in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">>> THE INDIVIDUAL</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">1. Prior experiences in managing and motivating the team in risk related areas</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">2. Strong ability to map client business requirements and convert the same to a viable business proposition</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.25in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.25in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">3. Strong communication skills with client facing experience</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">4. Lead by example and motivate the team; Good attitude and be a part of team player</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">5. Ability to interact and make presentations at the CXO level</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.25in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.25in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">6. Provide strategic decisions to team and clients</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">7. Prior working knowledge with open solutions like R/Python is preferred</span></p><p></p> </td> </tr> <tr style="border-left:1px solid #000000;height:14.5pt;"> <td width="469" nowrap="nowrap" valign="bottom" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:14.5pt;"></td> </tr> <tr style="border-left:1px solid #000000;height:0.5in;"> <td width="469" style="width:352pt;padding:0in 5.4pt 0in 5.4pt;height:0.5in;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;font-family:'Times New Roman', serif;color:#000000;">8. Will be able to take responsibility on revenue numbers and bring new clients to the group</span></p><p></p> </td> </tr> </tbody></table> <p class="MsoNormal" style="margin-bottom:0in;background-size:initial;"><span style="font-size:14pt;line-height:107%;"></span></p><p></p> </td> </tr> <tr> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;">Mandatory skill sets:</span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;"> </span></b></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;"><b>Credit Risk Quant</b><span style="font-size:14pt;line-height:107%;"></span></p><p></p> </td> </tr> <tr> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;">Preferred skill sets:</span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;"> </span></b></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;"><b>Model Development / Validation</b><span style="font-size:14pt;line-height:107%;"></span></p><p></p> </td> </tr> <tr> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;">Years of experience required:</span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;"> </span></b></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;"><span style="font-size:14pt;line-height:107%;">6 to 8 Years</span></p><p></p> </td> </tr> <tr> <td width="240" valign="top" style="width:179.75pt;border:solid 1pt;border-top:none;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;">Education qualification:</span></b></p><p><b></b></p><b></b> <p class="MsoNormal" style="vertical-align:baseline;"><b><span style="font-size:12pt;line-height:107%;font-family:Arial, sans-serif;color:#000000;"> </span></b></p> </td> <td width="384" valign="top" style="width:287.75pt;border-top:none;border-left:none;border-bottom:solid 1pt;border-right:solid 1pt;padding:0in 5.4pt 0in 5.4pt;"> <p class="MsoNormal" style="margin-bottom:0in;line-height:normal;"><span style="font-size:14pt;color:#000000;">· Qualified CAs or Postgraduate with - with minimum 6 years of experience in Banks, Rating Agencies, Consulting Firms, Analytical Software Companies</span></p><p></p> <p class="MsoNormal" style="margin-bottom:0in;"><span style="font-size:14pt;line-height:107%;"> </span></p> </td> </tr> </tbody></table><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p class="MsoNormal"></p><p> </p><p> </p><p class="MsoNormal"></p><p> </p>