Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
11/05 Anish Handa
Managing Partner at Dimensions HRD Consultants

Views:16611 Applications:319 Rec. Actions:Recruiter Actions:60

Head - Risk Analytics - NBFC (13-16 yrs)

Mumbai Job Code: 924053

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

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

Add a note
Something suspicious? Report this job posting.