Risk:Risk Analytics Team
INTERNAL USAGE:
No. of Vacancies:Reports to:
Is a Team leaderY/NTeam Size:
Grade:M - SM
Business:Corporate CenterDepartment:RiskSub-Department:-
Location:CO
About Risk
The Risk department ensures that the Banks risk is managed through a risk management architecture as well as through policies and processes approved by the Board of Directors encompassing independent identification, measurement and management of risks across the various businesses of the Bank. The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks
AbouttheRole
The Risk Analytics team is responsible for the estimation of risk parameters (PD, LGD & CCF) for internal & regulatory purpose, Ind AS ECL implementation and execution. They are also responsible for identifying and tracking key risk indicators and early warning signals and conducting regular stress testing, economic capital and ICAAP, tracking model performance, suggesting improvements and implementing approved changes
Key Responsibilities

Responsible for tracking portfolio trends and hot spots

Responsible for tracking early warning signals, root-cause analysis,



covering Business Segments, Sector and Groups

Provide timely and actionable insights to the top management and business heads

Provide key risk inputs to the capital computation process

Track RAROC for customer, product, portfolio (segment, industry)

Estimation and validation of IRB (Capital Computation Approach)

Manage IRB Capital run and reporting process.

Responsible for the development of Credit Risk models and revamp of recent models

Qualifications

Post graduate with specialization in Quant and statistics viz. Masters in statistics, MBA, M Tech with relevant risk analytical exposure (Risk, Collections and Fraud)

Hands on experience in Advanced & Predictive analytics, Decision Tree, Segmentation analysis and Cluster analysis using analytical and statistical procedures

Role Proficiencies:

Should have robust analytical & problem solving skill

Should have strong working knowledge of SAS, R, Python and data mining tools

Be able to influence stakeholders on data driven strategies

Should have valuable communication, presentation and inter-personal skills

Should have high level of motivation and be a fast learner

📌 Risk:risk Analytics Team Mumbai
🏢 Axis Bank
📍 Mumbai