Credit Risk Management - Portfolio Management

Key Responsibilities

1. Portfolio Diagnostics & Asset Quality Tracking

·       Conduct comprehensive deep dives into credit portfolios (Retail, Corporate, or SME) to identify concentration risks, vintage deterioration, and macroeconomic vulnerabilities.

·       Monitor portfolio performance metrics including roll-rates, non-performing assets (NPAs), provisioning impacts, and risk-adjusted returns (RAROC).

·       Senior level (6-10 years): Lead the design of macroeconomic stress-testing models and define boundary thresholds for the bank's risk appetite framework.

2. Early Warning Signals (EWS) & Risk Governance

·       Maintain and scale the bank's Early Warning Signals (EWS) framework to trigger early risk identification and prevent credit slippages.

·       Analyze rating migration trends and track the risk profile of high-value exposures.

·       Oversee the accuracy of risk dashboards (using SAS, SQL, Python, or Tableau) to maintain single-source-of-truth data pipeline health.

3. Regulatory Adherence & Committee Presentations

·       Ensure absolute compliance with Reserve Bank of India (RBI) guidelines on income recognition, asset classification, and provisioning (IRACP) norms.

·       Compile, structure, and analyze critical risk presentations for internal risk committees and regulatory audits.

·       Senior level (6-10 years): Formulate and pitch proactive policy adjustments, sector-specific caps, and underwriting alterations directly to the Risk Management Committee (RMC).

4. Stakeholder & Cross-Functional Management

·       Collaborate closely with Credit Underwriting, Policy, Business Units, and Collections to execute targeted portfolio management strategies.