Credit Risk Manager

A Leading Financial Institution is seeking an analytical Credit Risk Manager to join its pension fund investment front desk in Mumbai. In this high-impact position, you will perform comprehensive credit risk assessments for fresh and existing investment opportunities. Furthermore, you will structure and review complex corporate transactions to protect asset quality metrics. Consequently, this position is crucial for establishing prudent underwriting boundaries and safeguarding the long-term resilience of the pension portfolio.

The Credit Risk Manager must possess an intricate quantitative understanding of fixed income products, alternative investments, and structured finance frameworks. Additionally, you will execute portfolio sensitivity reviews, macro stress testing, and scenario analysis to discover credit concentration threats. Therefore, the institution is looking for a data scientist who communicates risk limits comfortably before Chief Investment Officers. If you want to manage risk governance over massive capital books, this role provides an elite track.

Key Responsibilities

• Conduct comprehensive credit risk evaluations for new and existing institutional investment options.
• Analyze complex corporate financial statements, sector concentration parameters, and macroeconomic indicators.
• Structure, review, and audit sophisticated corporate transactions to ensure full alignment with internal risk guidelines.
• Collaborate closely with portfolio managers and investment leaders to deliver actionable insights on credit exposure.
• Design, monitor, and report on credit risk parameters, using stress testing models and scenario analysis scripts.
• Maintain total compliance with applicable financial guidelines, pension regulations, and statutory filing parameters.
• Incorporate forward-looking macroeconomic data trends into internal portfolio credit rating methodologies.
• Identify early warning signals of credit deterioration within active holdings and recommend portfolio actions.
• Compile structured risk dashboards and executive-ready summary slide packs for credit risk committees.
• Maintain up-to-date knowledge regarding international risk management tools and rating agency practices.

Requirements and Qualifications

• Master’s degree in Finance, Economics, Accounting, or a related highly quantitative science discipline (CFA preferred).
• 5-10 Years of core experience in credit risk analysis within investment banking, asset management, or rating agencies.
• Deep functional knowledge of fixed income products, alternative investment vehicles, and structured finance.
• Expert proficiency in financial modeling techniques, credit rating tools, and quantitative risk metrics.
• Demonstrated capacity to operate effectively under pressure and manage multiple priorities inside fast-paced spaces.