Risk : Risk Analytics Team

Risk : Risk Analytics Team

INTERNAL USAGE : No. of Vacancies :

Reports to :

Is a Team leader

Y / N

Team Size : Grade :

M - SM

Business : Corporate Center

Department : Risk

Sub - Department : Location :

CO

About Risk

The Risk department ensures that the Banks risk is managed through a risk management architecture as well as through policies and processes approved by the Board of Directors encompassing independent identification, measurement and management of risks across the various businesses of the Bank. The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks

About the Role

The Risk Analytics team is responsible for the estimation of risk parameters (PD, LGD & CCF) for internal & regulatory purpose, Ind AS ECL implementation and execution. They are also responsible for identifying and tracking key risk indicators and early warning signals and conducting regular stress testing, economic capital and ICAAP, tracking model performance, suggesting improvements and implementing approved changes

Key Responsibilities

Responsible for tracking portfolio trends and hot spots

Responsible for tracking early warning signals, root-cause analysis, covering Business Segments, Sector and Groups

Provide timely and actionable insights to the top management and business heads

Provide key risk inputs to the capital computation process

Track RAROC for customer, product, portfolio (segment, industry)

Estimation and validation of IRB (Capital Computation Approach)

Manage IRB Capital run and reporting process.

Responsible for the development of Credit Risk models and revamp of new models

Qualifications

Post graduate with specialization in Quant and statistics viz. Masters in statistics, MBA, M Tech with relevant risk analytical exposure (Risk, Collections and Fraud)

Hands on experience in Advanced & Predictive analytics, Decision Tree, Segmentation analysis and Cluster analysis using analytical and statistical procedures

Role Proficiencies :

Should have strong analytical & problem solving skill

Should have strong working knowledge of SAS, R, Python and data mining tools

Be able to influence stakeholders on data driven strategies

Should have good communication, presentation and inter-personal skills

Should have high level of motivation and be a fast learner

Skills Required

Refer to the Job Description