HDFC Bank - Manager - Credit Risk Model Building

Manager - Credit Risk Model building (Wholesale)

Model building - Job description :

1. Development, monitoring, and performance tracking of credit risk rating models for the corporate portfolio.

2. Building of new internal rating models or review of the existing models for refinements.

3. Explore alternate statistical techniques to support credit risk modelling and other knowledge development projects.

4. Liaise with ratings, policy, and underwriting teams, to keep abreast of changing operating environment and underwriting standards.

5. Prepare model documentation and monitoring packs as per internal and regulatory guidelines.

6. Tracking model performance, suggesting improvements, and implementing approved changes.

7. Assist in model implementation and deployment. Liaise with Business Solutions Group and relevant stakeholders for process and system implementation / improvements.

- Ideal candidate would have 1 to 4 years experience with exposure to model building for wholesale low default portfolio.

- Experience in criteria research and/or methodology development with rating agencies, or validation of rating models would also be relevant.

- MBA Finance / CA, CFA, FRM would be an asset. Relevant experience would be a requirement.