Kotak Mahindra Bank looking to hire Team Member-Credit Risk
Location: BKC, Mumbai
• Credit Risk Analytics and Modelling – Analyse, model, validate and document
various measures of Credit Risk for use in Expected Credit Loss and Capital
computations.
 Hands-on experience in building, implementing, documenting, monitoring,
validating, refining models and scorecards – in particular for PD, LGD, EAD and
related Credit Risk metrics - using statistical methods and / or expert
judgement based techniques
 In depth understanding of the underlying statistical techniques and functional
insights that drive Credit Risk models and the experience of having used
modelled output in computing Expected Credit Loss (ECL) under Ind AS or Credit
Risk Capital under Internal Ratings based approaches, Economic Capital and
having taken these measures through the scrutiny of auditors and regulators
 Derive insights from data and effectively communicate these insights to Risk,
Credit and Business teams
• Preparing and submitting reports to the regulator and / or senior management




on a periodic and adhoc basis. The job-holder will be responsible for computing
and reporting ECL and related metrics on an on-going basis.
• Ability to work with (gather, consolidate, prepare, summarise) large data sets
on a routine basis with an eye for detail and flair for numbers. Data cleansing
and preparation for use in model building.
• Ensure reliability, integrity and consistency of reported and underlying data
• Build and manage a team of like-minded data analysts and modellers
• Between 8 and 12 years of experience in the areas of risk and data analytics –
particularly in the area of Credit Risk. Exposure to risk reporting or financial
reporting would be an advantage.
• Degree in statistics or econometrics (or equivalent skilled
qualifications) with hands-on experience in statistical model development,
implementation, validation and use is highly desirable
• Extensive experience and expertise in usi

📌 Team Member-SUPPORT SERVICES-Credit Industry Research (Mumbai)
🏢 Kotak
📍 Mumbai