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Analyst-CPRA-Wholesale

1 - 6 years

6 - 16 Lacs

Mumbai Pune

Posted:2 weeks ago| Platform: Naukri logo

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Skills Required

Credit Risk Predictive Modeling Stress Testing regulatory reporting Machine Learning Climate Risk Industry Analysis Provisioning Computations Scenario Analysis Risk Analytics outlook assesment Advanced Analytics early warning trigger risk dashboard Basel Standards

Work Mode

Work from Office

Job Type

Full Time

Job Description

Role & responsibilities Work Areas - As part of the Credit Portfolio Risk Analytics (CPRA) Wholesale team the candidate would be working on: 1. Develop statistical PD models to accurately capture inherent credit risk in underwriting and track model performance on an ongoing basis 2. Estimate risk parameters such as PD, LGD and CCF to be used for Banks risk management and reporting purposes 3. Develop Risk Dashboard covering various dimensions to monitor the portfolio, conduct industry analysis and outlook assessment 4. Designing of new early warning triggers by tapping various internal/external sources, rollout of various MIS pertaining to internal ratings 5. Regulatory reporting as per Basel capital computation standards (Standardized and Advanced IRB approach), provisioning computations as per IndAS, IFRS and CECL guidelines ensuring SOX compliance 6. Develop advanced analytics models making use of machine learning for predicting credit risk 7. Conduct Stress testing on the Banks portfolio under various scenarios i.e. Concentration, Climate risk etc. 8. Conduct detailed product analysis and outlook assessment for risk management using various data sources both internal and external such as Bureau etc. 9. Maintenance and revision of various credit risk and regulatory policies 10. Presentation and review with senior management Qualification - 2 years full time Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning)

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Hdfc Bank
Hdfc Bank
www.hdfcbank.com/

Banking

Mumbai Maharashtra

10001 Employees

704 Jobs

    Key People

  • Sashidhar Jagdishan

    Managing Director & CEO

  • Kaizad Bharucha

    Executive Director

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