1. Data collection, processing and advanced analytics based on underlying large data points from the Borrowers' portfolio as well as from PTC pool data
2. Build databases and models to analyse portfolio trends, enable credit decisioning, and esitmate potential losses for PTC and Direct Assignnment transactions
3. Identify risks in the lending portfolio based on calculation and monitoring of portfolio-level exposures by sector, product, geography, security and seniority
4. Identify key trends based on historical portfolio analysis of the Borrowers' portfolio
5. Presenting information using data visualization techniques
6. Create one view of the existing customer base across multiple lines of business by coordinating with the businesses as well as other stakeholders like IT, legal/compliance
7. Design sector specific early warning systems for monitoring the existing customer base and flagging any signs of stress which can lead to credit default
8.Liasion with Credit and Sales Teams of specific products for which research is being carried out.
- Experience in risk modeling of portfolio / pool level data of Financial Institutions' underlying portfolio in a rating agency or in an NBFC
- Deep understating on data corroboration and financial modelling, having foresight and predictive analysis, running stress test on models to arrive at accurate and well-grounded decisions
- Predicting likelihood of outcome using Logistic and Linear Regression, especially predicting loss estimates
- Having knowledge of block chain will be useful
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