AVP - Credit Risk Analytics - Retail Assets - BFSI

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