VP - Unit Head - Portfolio Monitoring/Analytics - Bank

Position: Unit Head-Portfolio Monitoring / Analytics

Skills - Analytics, Risk Monitoring, ECL Computations, knowledge of SAS, R, Tableau

Grade - VP

Location - Mumbai

Job Description:

- Portfolio analytics & monitoring performance of all retail asset products and initiate key actions from time to time

- Develop, implement & maintain automated reporting for managing & monitoring risk across all retail asset products

- Ind-As (IFRS 9) implementation - Model development of PD, LGD & EAD. Regular reporting of ECL numbers for retail as per approved policy of the bank.

- Engagement with auditors, regulators, bureau and other stakeholders to ensure compliance with regulatory and approved policy guidelines of Bank

- Develop ICAAP stress testing, loss forecasting models for retail assets

- Risk related regulatory reporting to various committees and authorities

- Keep a track on macro-economic developments and incorporate the same in business strategies

- Review and Validation of score cards for Retail lending products and continuous monitoring of same