- To perform Advanced Portfolio Analytics and ICAAP development, with strong experience in regulatory and risk frameworks.
- To perform Stress Testing methodologies with hands on expertise, including scenario design, sensitivity analysis, and regulatory stress exercises.
- To develop Static Pool and Vintage Analysis, enabling deep insights into portfolio performance, delinquency trends, and credit behavior.
- To perform Model Design and Development, covering credit risk, portfolio monitoring, and predictive analytics.
- To do Market Risk Framework development, including risk identification, measurement, monitoring, and reporting.
- To use in-depth and up-to-date understanding of Expected Credit Loss (ECL) frameworks, including staging, PD/LGD/EAD concepts, overlays, and model governance.
Technical Skills Required:
- Advanced MS Office
- Python/SQL
- Machine Learning
Specialized Knowledge
Python, SQL, Tableau, Power BI, Advanced Analytics, Model development, ICAAP, Stress testing, Market Risk, Machine Learning
Skill Set (Must)
Expertise in using Programming Language like Python, making codes, extracting data through Tableau, SQL, Model Development, ICAAP, well versed in making MS office including Power Point, Word and Advanced Excel.
