Analyst - Credit Portfolio Risk Analytics (CPRA)

Overview

This role of Analyst in Credit Portfolio Risk Analytics (CPRA) is positioned within the Integrated Risk Management unit focusing on Wholesale Credit Risk Management. The individual will report directly to the Team Lead responsible for Regulatory Reporting, Risk Estimation, Model Development, and Portfolio Monitoring.

Primary Responsibilities

• Develop and implement statistical and expert judgment-based models to measure credit risk and monitor portfolio performance.
• Calculate vital risk parameters like Probability of Default (PD), Loss Given Default (LGD), and Credit Conversion Factor (CCF) to support risk management and regulatory reporting.
• Create and maintain risk dashboards, execute comprehensive industry analyses, and provide sector outlook evaluations.
• Design early warning indicator systems and manage internal rating information systems.
• Prepare and submit regulatory reports adhering to Basel, IndAS, IFRS, and CECL standards.
• Perform stress testing exercises and effectively communicate key insights and results to senior leadership.

Required Qualifications and Skills

• Post-graduate degree in Statistics, Business Administration (MBA), or Economics from a recognized institution with exemplary academic records.
• Professional certifications and proficiency in SAS, SQL, and R programming languages.
• Strong grasp of quantitative risk management techniques and familiarity with Basel, IFRS/IndAS, and CECL regulatory frameworks.
• Expertise in predictive credit risk modeling and advanced multivariate statistical methods.
• Excellent interpersonal and communication abilities to collaborate with cross-functional teams and senior management.

Stakeholder Interaction

The role involves close coordination with various internal departments, including Operations, Policy, Credit Underwriting, Finance, IT, Risk Analytics, Audit, and Validation teams.