Risk Analyst

2 days ago


Mumbai Metropolitan Region, India Talentmatics Full time

We are inviting professionals 7 -10 yrs experience with Performing Risk Analytics activities to develop models and support the bank on various analytical initiatives

Assist in modelling key risk estimates PD, LGD and EAD for AIRB and IFRS9 framework

Regularly engage in model development, validation, and re-development activities

Other risk analytics activities include assisting in review and re-development of Macro-Economic Model, RAROC Calculator – Risk Adjusted Return on Capital

Period reporting (internal & regulatory) of various Risk Metrics

Engage in model risk management activities

Understanding and experience in credit risk function, specifically retail models.

Understanding of banking products, operations, and strong knowledge of Basel and IFRS 9 regulatory landscape and regulations in risk, capital, operation, and compliance. Prior work experience with regulators in India and Middle East (RBI, CBUAE, SAMA etc.) is preferred

Deep understanding and strong knowledge of SAS/R/Python

Understanding of retail banking, corporate banking, capital markets, trading, and other financial services.

Individual must have experience in IFRS9, Basel II, III and IV Standardized and Advanced approaches, BCBS, ICAAP, Stress testing, Scorecard development, policies/ procedures, system implementation, etc.

Experience in developing PD, LGD, EAD and CCF models for banks and financial institutions

Experience in statistical methods such as logistic and Probit regressions

Experience in macroeconomic model development and stress testing

Certificates like CFA, FRM, CQF



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