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Basel II Analyst CreditMarket; Risk

1.00 to 2.00 Years   Mumbai City   17 Feb, 2020
HDFC Bank Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaGeneral / Operations Management
EmploymentTypeFull-time

Job Description

  • Job Responsibilities(JR) : 6-8 Areas Actionable (4-6) Modelling Develop statistical/ judgmental models to accurately capture inherent credit risk in underwritin, Liaise with policy and underwriting teams to keep abreast of changing operating environment and underwriting standards, Track model performance, research and implement improvements in modeling techniques, Involves extensive use of statistical techniques and tools (such as R, SAS, Angoss etc.
  • ) Risk Estimation Estimate risk parameters such as PD, LGD and EAD to be used for Banks risk management and reporting purposes Test and monitor relevance of estimates to the prevalent risk environment Benchmark methodologies with global best practices and make improvements Involves extensive use of statistical techniques and tools (such as R, SAS, Angoss etc.
  • ) Regulatory Reporting Policy formulation for computation of capital and provisions, based on internal risk measures for reporting Presentations to senior management committees to provide updates and analysis on Banks risk profile Liaise actively with operations, finance and IT units for automation projects on computations and reporting Work with finance, audit and validation to ensure compliance to all regulatory requirements.
Skills
  • 1-4 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm with at least two years of experience in risk management.
  • Candidates must demonstrate both a strong business sense and deep understanding of the quantitative foundations of risk management
  • Strong understanding of Basel and IFRS/INDAS guidelines
  • Experience and familiarity with tools like SAS, SPSS, SQL, R etc
  • Strong Interpersonal / Communication skills
  • Candidate should have sound knowledge on topics like Multivariate Statistics, Econometrics Analysis, Decision Tress (like CART, CHAID, etc).
  • Knowledge of Predictive credit risk modelling
  • Knowledge of Basel framework and IFRS 9 Regulations around Credit Risk, and CCAR
QualificationsPost-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning) from a respected institution with an outstanding academic record.,

Keyskills :
credit riskrisk management senior managementcommercial models regulatory reporting

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Basel II Analyst CreditMarket; Risk Related Jobs

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