About The Company
A leading financial institution with a strong presence in the market, the organization is focused on robust risk management and sustainable growth. Operating at scale from its corporate office in
Gurugram, it emphasizes proactive governance, analytical rigor, and continuous improvement in credit, market, and liquidity risk frameworks.
Position Overview
The
AVP – Credit & Market Risk role leads the credit and market risk vertical within the Risk Management Department. The position exists to develop methodologies and mechanisms to monitor and control
Credit, Market, and Liquidity Risk, establish early warning signals, and ensure timely, proactive measures to safeguard the organization's asset and earnings profile.
Key Responsibilities
- Lead the credit and market risk vertical and guide the team to enhance risk monitoring processes.
- Review and improve risk management policies covering Credit, Market, and Liquidity Risk.
- Refine the enterprise risk management framework and define the organization's risk appetite.
- Perform dynamic portfolio reviews through continuous monitoring and exception reporting.
- Identify early warning signals in the portfolio to enable timely corrective actions.
- Analyze threats to assets and earning capacity to mitigate potential exposures.
- Establish and monitor risk limits and parameters across credit, market, and liquidity domains.
- Develop and maintain the credit approval matrix, including review of approvals and exception handling.
- Design analytical methodologies for review and approval of new branches.
- Develop and validate models for PD, LGD, EAD, ECL, and ALM.
- Conduct periodic stress testing of the portfolio to assess resilience under varied scenarios.
- Review the asset-liability profile, including Structured Liquidity Statement, IRS, Behavior Analysis, LCR, and NSFR.
Required Experience & Qualifications
- Education: CA / FRM / CFA / MBA (Finance).
- Experience: 10+ years in Credit / Market / ALM Risk.
- Leadership: Lead the credit and market risk vertical within the Risk Management Department, guiding a specialized team.
- Technical Expertise: Strong understanding of financial models, credit underwriting, market risk management processes, and ALM modeling.
- Soft Skills: Analytical mindset, critical thinking, problem solving, teamwork, collaboration, adaptability, and decisiveness.
Why Consider this Opportunity
- Strategic leadership role driving enterprise-wide risk management initiatives.
- Opportunity to shape and refine credit, market, and liquidity risk frameworks.
- High visibility within the organization's executive and risk governance structure.
- Engage in advanced modeling, stress testing, and analytical innovation.
- Be part of a dynamic, growth-oriented financial institution based in Gurugram.
