Credit Risk Analytics/credit Risk Modelling

2 weeks ago

Mumbai, India Cacti Global Full time

Job listing Job details

**Job Information**:
Work Experience
- 3 - 5 yearsSkillset
- Financial Risk ManagementLocation
- Mumbai; Delhi - NCR; Bengaluru; Hyderabad; Kolkata; ChennaiEducation Criteria
- CAIndustry
- Financial ServicesVertical
- Finance and ProcurementDomain
- Risk ConsultingSub-Domain
- Internal AuditCity
- MumbaiState/Province
- MaharashtraCountry
- IndiaZip/Postal Code
- 400022-
- regulations, review and oversight of credit risk models and with a view to keep its existing ERM framework in speed with the regulatory requirements and long term strategy of the bank.Key Responsibilities:
- Preforming Risk Analytics activities to develop models and support the bank on various analytical initiatives
- Assist in modeling 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
- Technical Knowledge:
- 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
- Other Skills:
- A good blend of creative thinking and rigorous analysis in solving business problems
- Strong communication, facilitation, relationship-building, presentation, and negotiation skills
- Must work well in a team-oriented environment as well as independently. Work with team members to set goals and responsibilities for specific engagements. Foster teamwork and innovation.
- Ability to work under pressure. Mature, proactive, and displays initiative. Manages own and others' time well.
- Good oral and written communication skills including documentation of findings and recommendations. Adept at preparing and presenting reports to an audience.

**Requirements**:

- Desired Profile:
- Postgraduate with minimum 3 years of experience in the Banks, NBFCs
- Certificates like CFA, FRM, CQF
- Should be proficient in MS Excel and PowerPoint
- Excellent knowledge of SAS, R, Python.
- Good organizational, analytical, problem-solving, and project management skills

**Benefits**:
What’s there for you

We’ll equip you for the future, both yours and ours, whatever it may bring. We believe that enjoyment and satisfaction at work go hand in hand.

We are proud to offer a competitive and innovative employment package that’s committed to the health, success and well-being of all of our people. We also have several initiatives to help our people strike the necessary work / life balance such as (a) Working from home and (b) Part-time working / reduced or fixed working hours.

Learning is a continuous process of life. We offer extensive opportunities for personal and professional development. Whether it’s enhancing your professional skills or honing your interests of cooking classes to guitar strings that you’ve been meaning to take, we’ll support you in doing what you love.

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