Manager - Credit Risk Analytics

Position Title Manager : Credit Risk Analytics

Function : Enterprise Risk

Department : Enterprise Risk

Reporting : National Manager, Enterprise Risk Management

Formal Qualification : CA/MBA Finance/B tech with relevant experience is must

Additional Certifications : FRM

Functional & Behavioural Competencies : Good knowledge about RBI Regulations /IFRS 9

Key Responsibilities

- Development, maintenance, validation, and other management of credit scoring models used across all portfolios.- BFSI domain analytics experience

- Must have the knowledge and expertise to deliver innovative modeling techniques and data strategies to enable best in class risk management

- Provide support in model management on an ongoing basis and ensure efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators

- Ongoing management and validation of scoring models across portfolios

- Development of new scoring models as per business requirement

- Exploring and implementing alternate modeling techniques, new data sources, etc

- Effective interaction with business partners across functions including risk, technology, product management amongst others

- Engage with key stakeholders in Risk & Finance designing a robust and fit for purpose process to generate Impairment related data and metrics.

- Ownership of the assigned segment of IFRS 9 Expected Credit Loss data,including data integrity and sign-off

- Understanding of credit risk quantification methodologies (credit rating, IRB models etc.) is preferred, including knowledge of capital calculation methodologies under Basel II / III.

- Good knowledge of using one or more technology platforms for Credit Risk capital adequacy calculation/Expected Credit loss Modelling

Rajni Sharma