IDFC Bank - Data & Reporting Analyst - Wholesale Banking Risk Division - CA/IIM/ISB/MDI

Job Title : Data & Reporting Analyst

Business Unit : Risk

Function : Wholesale Banking Risk

Experience (Min to Max) : 1 - 3 Years

Location : Mumbai

Educational Qualifications : CA/MBA/Master in Finance from premier institute

Job Description :

- Monthly and Quarterly Portfolio Reporting to Senior Management and the Board inclusive of Industry Risk Assessment, Portfolio trending and analysis, risk appetite, stress testing and compliance to all internal and regulatory guidelines & limits. Analyze changes to Portfolio Risk Appetite and Risk Limits on an annual basis based on Business Strategy and Portfolio Performance.

- Reporting on RBS Data to RBI on Quarterly basis. Also, form the core member of the RBS Automation team to build inhouse system that captures, validates and collates all RBS data points for Credit Risk.

- Portfolio Stress Testing & Other Adhoc Analysis :

ICAAP : Stress Testing and Documentation: Perform Stress Testing & complete the documentation of all Stress testing results in the annual ICAAP document. Quarterly reporting to Management Committee and the Board.

- Assess addition of new Stress Scenarios for Credit Risk, develop excel working model of the Stress Test. Further manage the Automation of the Stress Tests in SAS working closely with technology and Change Management.

- Sensitivity Analysis (impact of key risk indicators on delinquency and NPA in portfolio)

- Other Adhoc reporting requiring ability to pull Data from SAS.

Model Build and Validation :

- Analyze the build of additional risk rating models, where needed. Perform Calibration of the Risk Rating Models to PD, LGD scale on annual basis.

- Build Risk Data warehouse and Reporting:

- Provide Business and Functional Requirements on the design of Risk Datawarehouse for Wholesale/Commercial portfolio.

- Provide Business and Functional Requirements for building management reports using SAS Visual Analytics or other Front-end Reporting tool.

- Risk Based Pricing Calculator Implementation:

- Develop the pricing framework for new products to be incorporated in the Risk Based Pricing Calculator.

- Provide Business and Functional Requirements on the design of Risk Based Pricing Calculator in an appropriate Front-end tool.

- IFRS implementation - Under the IFRS Provisioning norms and assess the impact of the change in Accounting methodology on Provisioning.

An Ideal Candidate should possess :

- Relevant experience in Banking Industry for 1-3 Years

- Strong analytical skills including proficiency in SAS coding

- Good understanding of various types of Risks Viz. Market risk, Credit risk, Operational risk etc.

Industry Preferences : Banking