Grade M7 Role Team Member - Credit Risk Analyst Department Risk Management
Reporting Relationship Team Lead – Credit Risk Location Mumbai Role Requirements
1. 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 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, Credit Risk Capital
under Internal Ratings based approaches, Economic Capital and having taken
these measures through the scrutiny of auditors and regulators. This is
the main requirement of the role and the individual should have a positive
knowledge of this function.




* Derive insights from data and effectively communicate these insights to
Risk, Credit and Business teams. Develop Risk Dashboards and analytical
reports for Senior Management.
2. 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.
3. 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.
4. Ensure reliability, integrity and consistency of reported and underlying
data

Pre-Requisites
1. About 4 to 8 years of experience in a Bank, NBFC, Consulting Firm, Rating
Agency in the areas of working PD, LGD, ECL, EAD. Exposure to risk reporting
or financial reporting would be an advantage.
2. Degree in statistics, mathematics or econometrics (o

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