Risk Analytics Role - Financial Services

Job Title : Risk Analyst

Job Location: Mumbai

Job Responsibilities:

- To assist in the validation of the advanced approaches of Basel - II / III and IndAS 109 for the Bank's retail & Wholesale portfolio.

- Validation of Risk estimates of PD, LGD and CCF for Bank's Portfolio both from IRB and IFRS perspective

- Validate statistical models for incorporating Macro economic factors into the IFRS risk Estimates

- Interface with various policy and model owners to understand portfolio trends and risk factors to adequately review the risk estimates

- Presentation of quarterly validation results to various stakeholders and senior management

- Engage with internal audit teams, regulators and statutory auditors to ensure IRB and IndAS reporting meet the desired compliance requirements

- Strong programming skills in SQL, R, Python, SAS