Risk Analytics Role - Bank

Risk Analytics - A leading private Bank

Job opportunity for the role of Risk Analytics with a leading private bank

Experience : 3+ years into credit risk

Location : Mumbai

Qualification : B.E/B.Tech

Job role :

- Practical experience developing, implementing, documenting, monitoring, validating, and revising models and scorecards, especially for PD, LGD, EAD and related Credit Risk measures, employing statistical methodologies and/or procedures based on expert judgement

- Comprehensive knowledge of the statistical methods and practical insights that underlie Credit Risk models, as well as practical expertise using model output in computation

- Estimated Credit Loss (ECL) in accordance with Ind AS, Credit Risk Capital in accordance with Internal Ratings-based Approaches, Economic Capital, and having implemented these procedures under the supervision of auditors and regulators

- Use data to draw conclusions, and then effectively convey those conclusions to the risk, credit, and business teams.