HDFC bank bank jobs – Risk Analyst

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Vacancy in HDFC bank – Risk Analyst– Regulatory Validation

 

HDFC bank bank job

Job opening with HDFC bank – Risk Analyst – Regulatory Validation (Basel II, Ind As 109 and CECL)
Location: Mumbai

Job Description: To assist in the review / validation of the advanced approaches of Basel, Ind AS 109 ECL and CECL framework for the Bank’s retail & wholesale portfolio.

Responsibilities include:
– Validation of credit risk model/estimates of PD, LGD, CCF, ECL. Review of Basel, IFRS 9 and CECL framework.
– Validate statistical models for incorporating Macro economic factors
– Interact with model owners/policy to understand portfolio trends and risk factors to adequately review the risk estimates.
– Presentation of quarterly validation results to senior management
– Engage with audit teams, regulators to ensure regulatory reporting meets desired compliance
– Keeping updated with the changes in regulatory requirements and industry best practices

Profile/Skills required:
– 1-4 years of relevant experience with strong analytical, problem-solving skills
– Proficiency in SQL, R, Python, or SAS
– Good understanding of the regulatory guidelines with respect to capital adequacy and provision computation
– Excellent written, verbal and interpersonal communication skills

DeHDFC bank bank jobadline for application – 30th Jun’21
Send your CV’s to [email protected]

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