Managing Partner at Dimensions HRD Consultants
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Head - Risk Analytics - NBFC (13-16 yrs)
Urgently looking for Head Risk Analytics for a Large Bank based in Mumbai
Job Description :
- Basel II/III implementation and computation of CRAR, mainly Retail assets
- Relevant experience in implementation of Basel II - IRB approach
- Computation of PD, LGD and EAD for Retail exposures
- Building Application and Behavioural models.
- Construction of Homogeneous pools for retail assets.
- Vetting of product programmes
- Highly analytical in Portfolio Review and recommending actions
- Experience in underwriting of retail credit, preferable.
- Validation of Rating/Scoring models
- Capital impact analysis under IRB
- Understanding of Basel III
- Stress testing of Credit Risk - Sensitivity and Scenario analysis
- Preparation of ICAAP and relevant policies and documentation relating to implementation of Basel II guidelines.
- Proficient in MS tools and SAS/SPSS/modelling tools etc
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