Analyst – Alternate Data Exploration Centre - Risk

Job Purpose: To work within the Alternate Data Exploration Centre Team of the Bank which is responsible for analyzing the credit portfolio of the bank using advanced statistical approaches.

Job Responsibilities(JR) : 6 – 8 Areas

Actionable (4-6)

Portfolio Risk Insights

Provide risk assessments and recommendations for managing risk for Retail & SME portfolio of the bank

Identifying emerging trends and potential risks that could impact bank’s credit portfolios utilizing various data such as Bureau.

Analyzing and identifying the geographies with high risk and high credit growth at product level

Conducting sensitivity analysis and stress testing on the bank’s credit portfolio considering different borrower/portfolio aspects such as Loan to Value, leverage, concentration, macro-economic factors.

Developing frameworks required for backtesting and recalibration of Non-Wholesale Early Warning system of the bank

Climate risk Assessme...