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Top Three Private Bank
Location: Mumbai  Salary: INR 20-30 L   Opening(s): 1
Experience: 8 yrs
Posted on: 05-09-2012
Job Description

Job Title: Credit Risk Analyst (Basel II)
Grade: DVP
Department: Risk
No. Of Vacancies: 1
Location: Mumbai
Reporting Authority: VP (Credit Risk)
Job Description: Basel 2 IRB implementation and operation
Estimation and validation of PD, LGD, CCF estimates
Conducting stress tests
Establishing Risk Appetite at various levels within the Bank
Assessment of capital requirements if any under Pillar 2 risks and estimation of economic capital


Key Result Areas Establishing, refining and improvements of IRB systems on an on-going basis.
Coordinating external validation and regulatory (RBI) approval of IRB systems.


Work Experience:
Has experience of implementation of Basel 2 including estimation and validation of PD, LGD, CCF.
Handled data mining and model building assignments in the Banking & Financial Services space


Academic Qualification: M.Sc. / PhD Maths / Stats / Economic / Physics, MBA, Engineers from top institutes
Proficiency in statistical packages like SAS is desirable.
Familiarity with SQL is preferred.
Certifications like FRM, PRM would be added advantage.

Desired Candidate Profile
Education: (CA or MBA Finance)
Company Profile