7.0 - 12.0 years

8 - 12 Lacs

Gurugram

Work from Office

Role & responsibilities As part of the Credit Portfolio Risk Analytics (CPRA) Wholesale team the candidate would be working on: 1. Develop statistical/ judgmental 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 6. Conduct Stress testing on the Bank’s portfolio 7. Presentation and review with senior management

Posted 1 week ago

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Analyst - CPRA - Wholesale Hdfc Bank

7.0 - 12.0 years

7 - 11 Lacs

New Delhi, Pune

Work from Office

Job Responsibilities - Work Areas - As part of the Credit Portfolio Risk Analytics (CPRA) Wholesale team the candidate would be working on: 1. Develop statistical/ judgmental 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 6. Conduct Stress testing on the Banks portfolio 7. Presentation and review with senior management.

Posted 1 week ago

Apply

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