Analyst-CPRA-Retail

Job Title

Analyst - Credit Portfolio Risk Analytics (CPRA)

Business Unit

Integrated Risk Management - Wholesale Credit Risk Management

Reporting To

Team Lead - Regulatory Reporting/Risk Estimation/Model Building/Portfolio Monitoring

Job Function and Role Type

Model Building, Regulatory Reporting, Risk Estimation, Portfolio Monitoring, EWS and Rating Ops - Individual Contributor, Moderate Travel

Version No

Job Purpose

The primary responsibility is project implementation through modeling, risk estimation, portfolio monitoring, internal rating operations, and regulatory reporting. The role involves automation projects, liaising with cross-functional teams, and engaging with senior management.

Key Responsibilities

Work Areas

Develop statistical and judgmental models to capture credit risk and track performance; Estimate risk parameters such as PD, LGD, and CCF for risk management and reporting; Design risk dashboards, conduct industry analysis, and assess outlook; Develop early warning triggers and internal ratings MIS; Perform regulatory reporting as per Basel, IndAS, IFRS, and CECL guidelines; Conduct stress testing and present findings to senior management.

Education:

Post-graduate degree in Statistics, MBA, or Economics from a reputed institution with strong academic performance.

Certifications:

SAS, SQL, R.

Key Competencies

Quantitative risk management, Basel and IFRS/IndAS/CECL knowledge, predictive credit risk modeling, multivariate statistics, interpersonal communication.

Major Stakeholders

Operations, Policy, Credit Underwriting, Finance, IT, Risk Analytics, Audit, Validation Teams.

Required Skills

Refer to the Job Description