Corporate Credit Loss Modeling Role - BFSI

1. Credit Loss Modelling for the CIF (Corporate Finance - Large Ticket) Portfolio of HFCL for ECL Provisioning

2. Maintain these credit Models on Basel/IFRS 9 (PD, LGD, EAD) etc. for ECL (Expected Credit Loss) Calculations

3. PD Modelling with Flow rates on Historical trends etc.

4. Regulatory Reporting experience in DNBS01, CRILIC, SMA etc. (RBI Reportings)

5. Data Analysis and performance Tracking/Portfolio Management for the CIF Corporate Large Ticket Portfolio

6. Regulatory Report filing on Monthly/Quarterly/weekly basis - RBI/CRILC.

7. Maintain the data base of all CIF Customers about their Collateral, Credit Ratings, Delinquency Trends, POS etc.

8. Update & amendments in policy document as per directives from Govt. or RBI from time to time.

9. Post-Graduation (Finance/Commerce/Statistics/Economics preferred)

- Min 8-10 Years of Work Exp.

- Statistical Concepts (Econometrics), Financial Concepts, Basel/IFRS 9 (PD, LGD, EAD), RAROC, Regulatory Reporting (RBI/CIBIL etc), Knowledge of Credit Ratings, RAM Rating Models, ECL Models for Corporate Portfolio, u/w experience in Corporate Portfolio would be preferred Excel, Power-Point, SQL (not Mandatory)

- Ability to work comfortably in interacting closely with senior management including Statutory Auditors, Internal Auditors

- Must possess an impressive executive demeanour, a team oriented and collaborative approach, and excellent presentation skills, including strong oral and written capabilities.

- The individual must possess and demonstrate high integrity and credibility as perceived by all those with whom he/she will work.