Analyst – Alternate Data Exploration Centre - Risk

Job Purpose: To work within the Alternate Data Exploration Centre Team of the Bank which is responsible for analyzing the credit portfolio of the bank using advanced statistical approaches.

Job Responsibilities(JR) : 6 8 Areas

Actionable (4-6)

Portfolio Risk Insights

Provide risk assessments and recommendations for managing risk for Retail & SME portfolio of the bank

Identifying emerging trends and potential risks that could impact banks credit portfolios utilizing various data such as Bureau.

Analyzing and identifying the geographies with high risk and high credit growth at product level

Conducting sensitivity analysis and stress testing on the banks credit portfolio considering different borrower/portfolio aspects such as Loan to Value, leverage, concentration, macro-economic factors.

Developing frameworks required for backtesting and recalibration of Non-Wholesale Early Warning system of the bank

Climate risk Assessment

Monitoring and Publishing Portfolio at risk (PaR) for Forecasted or observed natural catastrophic events and thematic stress testing to quantify deterioration in credit portfolio basis NATCAT events.

Identify and explore different climate related data sets and vendors.

Data Analytics

Working on bureau data for evaluating the risk of the portfolio and provide recommendations to the management

Analyze leverage of retail customers using internal data and bureau data

Identifying opportunities for growth utilizing geo-demographics data.

Classification - Internal

Classification - Internal

Publish various dashboards on PowerBI

Others

Internal audit management

Regulatory compliance

Board / Policy notes and submissions

Vendor Management

Stakeholder Management

Educational Qualifications

Key Skills

MBA /PGDM (Masters in Finance, Statistics, Economics, Analytics)

FRM / CFA/ SCR (Optional)

Credit risk modelling and Strong Analytical skills

Team management / development

Banking Product & Process Knowledge

Regulatory Knowledge

Planning, Organizing and Presentation Skills

Stakeholder management

Proficiency in Power BI, Python, Microsoft Excel and Microsoft PPT.

Experience Required

Minimum experience in years 1+ yrs

Experience in data analytics, risk modelling, and climate risk

Major Stakeholders (intra team and cross functional stakeholders, who would need to be interacted with for discharging duties)

Risk Management Team

Credit Team

Audit and Validation

Compliance Team

Portfolio Risk Monitoring- Retail and SME

Data Engineering Team

Operations Team

IT Team