Data Analytics Manager - Risk

Responsibilities

Credit Risk Analysis

• Analyze loan portfolios to assess credit risk exposures.
• Build and maintain credit scoring models for underwriting and monitoring.
• Identify high-risk segments and suggest appropriate risk mitigation strategies.
• Evaluate new product proposals from a risk perspective.

Portfolio Monitoring & Reporting

• Track key risk indicators (e.g., delinquency rates, LTV ratios, NPA trends).
• Create and automate risk dashboards and MIS reports.
• Monitor early warning signals and recommend actions to contain potential defaults.

Model Development & Validation

• Develop and validate risk models including PD (Probability of Default), LGD (Loss Given Default), and EAD (Exposure at Default).
• Conduct stress testing and scenario analysis on the housing loan portfolio.
• Maintain documentation of model assumptions, data sources, and validation results.

Regulatory Compliance

• Ensure compliance with NHB, and other regulatory guidelines.
• Support ICAAP, IRB, and risk-based pricing frameworks.
• Prepare reports and presentations for regulators and board-level risk committees.

Data Management & Analytics

• Work closely with the data engineering team to maintain clean and accurate datasets.
• Use tools like SQL, Python, R, SAS, or Excel for data manipulation and statistical analysis.
• Perform root cause analysis on portfolio deterioration or unexpected credit losses.

Cross-Functional Coordination

• Collaborate with underwriting, collections, product, and operations teams.
• Provide analytical support for risk-based decision-making across business units.

Desired profile of the candidate

• Strong analytical and quantitative skills.
• Proficiency in data tools: SQL, Excel, Python/R/SAS.
• Knowledge of credit risk modeling techniques.
• Understanding of housing finance products and retail lending.
• Strong presentation and communication skills.
• Attention to detail and a proactive approach to problem-solving.

Educational Qualification:

Bachelor's/Master's degree in Statistics, Economics, Finance, Engineering, or a related field.