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AVP - Credit Risk Analytics - Retail Assets - BFSI (8-10 yrs)
We have aposition in Mumbai with a Bank where we need someone with 8 to 10 years experience and a CA/MBA qualification as per following JD
Job Description
1. Basel II/III implementation and computation of CRAR, mainly Retail assets
2. Relevant experience in implementation of Basel II - IRB approach
3. Computation of PD, LGD and EAD for Retail exposures
4. Building Application and Behavioural models.
5. Construction of Homogeneous pools for retail assets.
6. Vetting of product programmes
7. Highly analytical in Portfolio Review and recommending actions
8. Experience in underwriting of retail credit, preferable.
9. Validation of Rating/Scoring models
10. Capital impact analysis under IRB
11. Understanding of Basel III
12. Stress testing of Credit Risk - Sensitivity and Scenario analysis
13. Preparation of ICAAP and relevant policies and documentation relating to implementation of Basel II guidelines.
14. Proficient in MS tools and SAS/SPSS/modelling tools etc
15. Guiding businesses on product profiling based on outcome of risk analytics and B-scores
16. Guiding Business on collection efficiency
17. Doing on-us and off-us analysis
18. Going forward, Business Analytics (Cross selling, Customer acquisition, Limit setting, Recoveries etc)
Monika
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