DVP - Portfolio Risk

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

• 8–14 yrs of experience
• Market risk
• Financial statements
• Financial reporting
• MIS reporting
• Budgeting
• Treasury
• Any graduate

Good to have

• Performance testing