Experience
1 - 2 yrs
Job Location
Mumbai, India
Vacancy
1
Designation
Credit Risk Analyst
Job Type
Not specified
Job Description
Role & responsibilities
- Expected Credit Loss (ECL) / PD / LGD Model Modelling:
- Execute and oversee the monthly Expected Credit Loss (ECL) calculations in line with the Company's ECL Policy.
- Review and validate data, processes and systems used for PD model calibration and ensure compliance with regulatory norms.
- Recalibrate and refresh PD/LGD models based on latest portfolio performance and data trends.
- Basel Framework: Hands-on experience with the Basel Framework, including ICAAP, Stress Testing, and Risk-Adjusted Return on Capital (RAROC).
- Executive Reporting: Prepare and present comprehensive PD/LGD estimation reports and risk insights to Senior Management and the Executive Team.
- Risk Governance: RMC preparation, presentation, Board notes and policies and Market / Liquidity Risk knowledge
Preferred candidate profile
CA/MBA 2-3 Years experience
No Referrers Available
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