DVP - Portfolio Risk
BengaluruFull-time8–14 yrsPosted 1 week ago
Leadership risk role at Credit Saison India in Bengaluru. Needs 8+ years.
About the role
DVP - Portfolio Risk at Credit Saison India. Assessing market risk and volatility risk, especially interest rate fluctuations, forex movements, and their potential impact on NBFC balance sheet and funding costs.
What you'll do
- Assessing market risk and volatility risk, especially interest rate fluctuations, forex movements, and their potential impact on NBFC balance sheet and funding costs
- Monitoring liquidity risk and ensuring adequate buffers through scenario-based stress testing
- Conducting portfolio risk analysis, including delinquency trends, loss curves, and roll-rate monitoring, to identify underlying risk patterns
- Creating and managing dashboards and templates for portfolio review; monitoring portfolio performance against defined thresholds and benchmarks
- Defining and tracking Early Warning Signals (EWS) to take timely and preventive measures
What you need
- Market risk
- Financial statements
- Financial reporting
- MIS reporting
- Budgeting
- Treasury
Good to have
- Performance testing