HDFC Bank - Credit Portfolio Risk Analytics Role

- Job Purpose: The person's primary responsibility will be creation of frameworks for stress testing and presenting dashboard with risk insights to Senior Management. The role will involve active engagement with Senior Management

Job Responsibilities(JR) : Actionable (4-6)

Portfolio review, Stress Testing and Analytics - Analyse trends in the Retail+SME portfolio through preparation of risk dashboard covering various risk dimensions

- Conducting detailed product analysis and outlook assessment for risk management

- Designing of new early warning triggers by tapping various internal/external sources, monitoring and refinement of existing triggers through back testing

- Design and rollout of various MIS pertaining to the performance of the Retail portfolio over time to study trends of risk and highlight the same to Senior Management

- Conduct Stress Testing on various topics such as Climate risk, concentration risk etc. 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.

Minimum Experience of 2-5 Years in relevant field.

- Excellent Quantitative and analytical skills

- Strong Interpersonal / Communication skills

- Experience in handling large volumes of data.

- Good understanding of Banking especially retail or SME assets

- Proficient in MS Office

- Proficient in Data Visualization tools (Power BI)

- Knowledge of Python/SQL

Experience Required (examples listed below) :

- Experience of 2-5 years in credit risk management in 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

- Credit/Policy Team

- Ratings Team

- Risk Analytics Team

- IT Team