Analyst– Credit Portfolio Risk Analytics (CPRA) Retail

HDFC Bank
Mumbai, Maharashtra, India

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

Job Title : (Job Name)-Analyst-CPRA-Retail

Team : (Sub team in the PA) Credit Portfolio Risk Analytics (CPRA)

Location of role : Mumbai

Job Fn : Model Building/Regulatory Reporting/Risk Estimation/Portfolio monitoring/EWS and Rating Ops

Role Type: Individual Contributor

No of direct reportees: NIL

Travel Required: Moderate

  • 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)team the candidate would be working on:

  • Develop statistical/ judgmental models to accurately capture inherent credit risk in underwriting and track model performance on an ongoing basis
  • Estimate risk parameters such as PD, LGD and CCF to be used for Bank’s risk management and reporting purposes
  • Develop Risk Dashboard covering various dimensions to monitor the portfolio, conduct industry analysis and outlook assessment
  • Designing of new early warning triggers by tapping various internal/external sources, rollout of various MIS pertaining to internal ratings
  • Regulatory reporting as per Basel capital computation standards (Standardized and Advanced IRB approach), provisioning computations as per IndAS, IFRS and CECL guidelines
  • Conduct Stress testing on the Bank’s portfolio
  • Presentation and review with senior management

Educational Qualifications (examples listed below)

Key Skills(examples listed below)

Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning) from a respected institution with an outstanding academic record.

  • 1-4 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm with at least two years of experience in risk management.
  • Candidates must demonstrate both a strong business sense and deep understanding of the quantitative foundations of risk management
  • Strong understanding of Basel and IFRS/INDAS/CECL guidelines
  • Experience and familiarity with tools like SAS, SQL, R etc
  • Strong Interpersonal / Communication skills
  • Candidate should have sound knowledge on topics like Multivariate Statistics, Econometrics Analysis, Decision Tress (like CART, CHAID, etc).
  • Knowledge of Predictive credit risk modelling
  • Experience Required(examples listed below)
  • Experience of 1+ years & above in credit risk management in wholesale banking from reputed financial house
  • Exposure to banking preferable

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

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Questions about this job

How do I apply for the Analyst– Credit Portfolio Risk Analytics (CPRA) Retail job at HDFC Bank?

Use the apply link on this page: you apply directly with HDFC Bank on LinkedIn. Before you do, score your resume against this job description on Fitboard. It shows which skills and keywords the job asks for that your resume doesn't show, so you can fix them first.

What skills does HDFC Bank want for this Analyst– Credit Portfolio Risk Analytics (CPRA) Retail role?

The job description asks for statistical models, risk parameters, Risk Dashboard, Regulatory reporting, Stress testing, SAS, SQL and R. Make sure your resume shows the ones you have, in the words the job uses: applicant tracking systems look for them.

How can I get a job at HDFC Bank?

Apply to the HDFC Bank roles that match your experience, and tailor your resume to each job description: for this role that means showing statistical models, risk parameters, Risk Dashboard. A resume that matches the job's own keywords is more likely to get past screening. Fitboard scores your resume against this exact job for free.

Is this Analyst– Credit Portfolio Risk Analytics (CPRA) Retail job remote or onsite?

This is based in Mumbai, Maharashtra.

Is it free to apply? Does Fitboard charge anything?

Applying is free: you apply directly with HDFC Bank, and this job page and its apply link cost nothing. Checking your resume against this job is free too, with 3 free scans when you sign in and no credit card needed.

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