Manager at Axis Bank
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Axis Bank - Risk Analyst - Stress Testing (5-8 yrs)
Axis Bank - Risk Analyst - Stress Testing
- The Risk Analytics team is responsible for the estimation of risk parameters (PD, LGD & CCF) for internal & regulatory purpose, Ind AS ECL implementation and execution.
- They are also responsible for identifying and tracking key risk indicators and early warning signals and conducting regular stress testing, economic capital and ICAAP, tracking model performance, suggesting improvements and implementing approved changes
- Conduct stress tests to identify vulnerabilities of the portfolio.
- Model relationship between macro and micro economic factors to portfolio impact
- Examine historical scenarios, take inputs from Economic Research and Businesses, external forecasts to construct scenarios with a range of severities and storylines
- Identify risk drivers relevant to specific portfolios based on robust analytical approaches
- Execute standard scenarios on a monthly basis and thematic ones as and when required apart from regulatory stress tests
- Provide micro-portfolio specific insights and recommendations
- Identify potential vulnerabilities well in advance
- Create predictive models for different micro-portfolios
- Create innovative metrics that drive risk
- Feed insights into capital planning, risk appetite, portfolio allocation and borrower strategies
Role Proficiencies :
- Should have strong analytical & problem solving skill
- Should have strong working knowledge of SAS, R, SQL and data mining tools
- Hands on experience in Advanced & Predictive analytics, simulations and related statistical procedures
- Should have good communication, presentation and inter-personal skills
- Should have high level of motivation and be a fast learner
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