Portfolio Analytics Specialist - IDFC First Bank
Portfolio Analytics Specialist - IDFC First Bank
Apply Before 08/16/2022, 05:33 PM Job Schedule Full time
Locations Mumbai, Maharashtra, India
JOB DESCRIPTION
Job Title: Portfolio Analytics Specialist
Designation: Portfolio Analytics Specialist
Location: Mumbai
Qualification: CA/MBA/ B Tech from premier institute
Principal Responsibilities:
· Lead / Individual Contributor Role in Retail Risk Analytics;
· Analysis of various risk identifiers including NCL, DPD / Bounce Trends, Flow Trends, etc., of entire Retail Base
· Monitoring and Compliance Reporting of Management / Committee-Level Risk Appetite Triggers
· As an independent function, oversee timely and accurate computation of Retail NPAs, reporting movement of provisions, Write offs as per extant norms in coordination with all stake holders and ensure that the numbers are in sync with Finance
· Preparation of Monthly CRO Retail Risk Deck / Quarterly Deck (forming part of CMRC / RMC) / Ad hoc Analytical Reports for the Top management.
Contribute in the ECL Model Build /Application for retail portfolios, data compilation, analyzing ECL results, documentation and presentation of IND AS 109 results and estimates to senior management.
· Keep a close watch on all developments/status update made by RBI/others in regulatory regime/ IFRS project and implement the changes in the Bank in real time.
· Ensure timely submission of Board Notes as applicable
· Oversee and ensure timely submission of RBS DCTs related to Retail PAU
Delivery of analytical projects related to risk management of retail asset products
Required Skills and experience:
· Post graduate in Finance, Banking or Business Administration or a Qualified Chartered Accountant with programming knowledge. FRM/PRM would be given preference.
· In-depth knowledge of Retail Products, Policies, External Trends, Risk Parameters etc. ; Well versed with Regulatory Requirement
· Hands-on experience in tools like SAS, R, SQL; Strong analytical skills; Ability to work with large volume of unstructured data and provide quick analysis using analytical tools / MS. Should be good at keyboard
· Knowledge and experience with credit risk models, ECL modelling under
· Ability to engage with internal and external stakeholders, communicate, gain their confidence and persuade them to cooperate with initiatives where required.


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