Risk:Risk Analytics Team

About the role

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.

What you'll do

• Responsible for the estimation of risk parameters (PD, LGD & CCF) for internal & regulatory purpose, Ind AS ECL implementation and execution
• Responsible for identifying and tracking key risk indicators and early warning signals and conducting regular stress testing, economic capital and ICAAP
• Responsible for tracking early warning signals, root-cause analysis, covering Business Segments, Sector and Groups
• Responsible for the development of Credit Risk models and revamp of new models ��������������������������

What you need

• 7–9 yrs of experience
• Analytics
• SAS
• R
• Python
• Statistics
• Ind AS
• MBA or M.Tech or M.Sc

Good to have

• Performance testing
• Root cause analysis
• Credit risk