Job Name – PA (Business Unit): IRM- Analyst– Credit Portfolio Risk Analytics (CPRA)

• Job Purpose: The person's primary responsibility will be Project implementations through Modeling
(rating Models, pooling models, Macro Economic Models), Risk Estimation Computation for the Bank’s
exposure, Portfolio Monitoring and Internal Rating Ops and Regulatory reporting to RBI.
• The role will involve Projects on Automation and Implementations, Liaising with Finance, Operations, IT
and Policy Units, Active engagement with Senior Management

Job Responsibilities(JR) : 6 – 8 Areas Actionable (4-6)

Work Areas As part of the Credit Portfolio Risk Analytics (CPRA) Wholesale team
the candidate would be working on:
1. Develop statistical/ judgmental models to accurately
capture inherent credit risk in underwriting and track model
performance on an ongoing basis
2. Estimate risk parameters such as PD, LGD and CCF to be used
for Bank’s risk management and reporting purposes
3. Develop Risk Dashboard covering various dimensions to
monitor the portfolio, conduct industry analysis and outlook
assessment
4. Designing of new early warning triggers by tapping various
internal/external sources, rollout of various MIS pertaining
to internal ratings
5. Regulatory reporting as per Basel capital computation
standards (Standardized and Advanced IRB approach),
provisioning computations as per IndAS, IFRS and CECL
guidelines
6. Conduct Stress testing on the Bank’s portfolio
7. Presentation and review with senior management

Major Stakeholders (intra team and cross functional stakeholders, who would need to be interacted with for
discharging duties) (examples listed below)
• Operations Team
• Policy Team
• Credit Underwriting Team
• Finance Team
• IT Team
• Risk Analytics team
• Audit Team
• Validation Team