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Lead Risk Analytics (unsecured Loan)

8 - 13 years

27 - 37 Lacs

Posted:1 day ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

Role . Monitor Portfolio quality trends /Early Warning triggers for Retail Finance / Consumer lending products

2. Perform Portfolio deep-dive to identify emerging trends; contribute towards improving portfolio quality and

reducing non-performing loans

3. Analysis and visualization of risk factors using database and analytics tool like Python/SAS, SQL, Power BI, Excel

4. Credit Loss Modelling for the Retail Finance products e.g. Personal Loans, Vehicle loans for ECL Provisioning

5. Maintain credit Models on Basel/IFRS 9 (PD, LGD, EAD) etc. for ECL (Expected Credit Loss) Calculations

6. PD Modelling with Flow rates and Linear Regression, and Vasicek method

7. Develop & maintain Stress Testing Framework - perform Stochastic Stress Testing using Regression, Vasicek, CIR models

8. Perform Stress Testing on material risks in line with RBI guidelines / Basel norms and Stress Testing Policy.

9. Design Guardrails for each product and monitor them for sensing & sending Early Warning Alerts

10. Query large data sets to draw insights from loan portfolio data to detect early warning indicators

11. Extensive data mining to monitor the changes in trends, outlook and review the portfolio quality and performance

12. Perform portfolio analytics Vintage, Water-fall, Through the door analysis etc.

13. Monitor Macro/Micro/High Frequency indicators; keep a close monitoring on movement of these

indicators and perform impact assessment.onsibilities

Preferred candidate profile

Statistical Concepts, Data Science and Machine Learning algorithms, Basel norms/IFRS 9 (PD, LGD, EAD), IND,

Regulatory, Financial Concepts

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