IndusInd Bank - Analyst/Senior Analyst - Risk Management Department/Credit Risk

Job Title: Analyst / Senior Analyst

Department/Function: Risk Management Department / Credit Risk

Location - Corporate Office, Mumbai

Job Purpose - Credit Risk

Position - Mgr / CM (1 position)

Reporting to - Dy. Head Credit Risk

Job Responsibilities:

1. Building Application models and Behavioral models for Retail loan products

2. Constructing Homogenous pools for Retail loans under Basel II - IRB approach

3. Building models for Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD). Validation of these risk models and its components

4. Designing, Validation of Performance management tools such RAROC, etc.

5. Validation of Rating models and Scoring models and making suitable enhancements

6. Undertaking portfolio analysis and predictive analysis

7. Capital impact analysis for retail assets under IRB approaches

8. Other aspects relating to risk quantitative analytics

Key Skills

1. Extensive knowledge of risk management and measurement techniques

2. Proficient in using Statistical tools such as SAS / R / Python / SPSS / FICO, etc.

Educational Qualification:

The candidate should have Degree/Post-Graduation in Statistics from premiere institute such as ISI and relevant experience of min 3-6 years in Banking/NBFCs/FIs