Risk Analyst

Job Description

Department/Function RiskReporting to Head of Analytics- Risk Mgmt.Location NoidaRole ObjectiveThe incumbent would be responsible for, developing applicational/behavioral scorecards, lossmodels, managing mortgage guarantee portfolio analytics, build reports/dashboards forleadership, help implement enterprise risk management (ERM) controls in the organizationKey Responsibilities Develop decision analytic tools such as mortgage score card using statistical techniquesor judgmental methods Develop models for mortgage guarantee loss assumptions, pricing, loss forecasting andeconomic capital etc. Responsible for overall portfolio analysis, monitoring and reporting. Track early warningtool risk metrics and concentration limits for portfolio, products, regions, lenders andother key risk drivers. Help implement ERM controls in the organization Support reporting function in building monitoring reports for businessinsights Conduct detailed portfolio analysis including stacked risk factors, vintage study, pricingversus actual performance, and other ad-hoc analysis required. Identify key areas ofportfolio concerns and provide recommendations on action plans. Develop economic modeling and stress testing capabilities. Provide scenario, sensitivity analysis, what-if analysis and other analysis asrequired. Identify and implement appropriate risk tools, key metrics and triggers. Conduct detailed analysis and monitoring of housing markets and regional economies.Track key macro-economic risk drivers. Coordinate closely with Business Development Leader and Operations Leader in allsegmentation and product expansion strategies to ensure that risk appetite andstandards are being compliedSkillsDomain/Technical Knowledge Extensive working experience with large, complex data sets including working withcross-sectional and time-series data 2+ years of extensive experience using SAS and other analytical software in dataanalysis, modeling, and reporting Strong knowledge and experience with statistical modeling and/or scorecard buildingBehavioral/Others Demonstrated ability to communicate effectively with non-technical stakeholders inboth presentation and verbal communications. Strong organizational skills with ability to manage multiple priorities. High energy levels, Can Do attitude and works well under pressure to meet deadlines. Demonstrated ability to communicate effectively with non-technical stakeholders inboth presentation and verbal communications.Job DescriptionConfidential: Internal Use Only Page 2 Strong organizational skills with ability to manage multiple priorities. High energy levels, Can Do attitude and works well under pressure to meet deadlines. Proven ability to work in teams and manage projects and deliver business results in arapidly changing and cross-functional matrix environment. Proven ability to work in teams and manage projects and deliver business results in arapidly changing and cross-functional matrix environment.Other SpecificationsEducational QualificationBachelors/Masters or equivalent degree in aquantitative discipline such as Statistics,Actuarial Sciences, Mathematics, QuantitativeFinance or EconomicsExperience3+years working as an Analyst inanalytical firms in the BFSI domain Mortgage or credit scoring experiencedesirableKey Working RelationshipsInternal ExternalBusiness Unit Heads Rating Agencies; Credit Bureaus, Home Pricedata originators, RBI, NHB, Public & privatedomain data suppliers viz. Ministry of Statistics(MOSPI), NCAER, Indian Institute of Economics& various research agencies in India andinternationally.Functional Specialists Banks; HFCsCOMPANY -IMGCLOCATION - NOIDAWorking Days - 5 Days WorkingPlease share your cv at hidden_email / hidden_email

Keyskills :
credit scorecardstatistical modelingpredictive modelingscorecardcredit risk