Job RequirementsRole/ Job Title: Analyst - Model Risk Management - IFRS9Function/ Department: Risk-PAUJob Purpose:The responsibility of the role is to manage end-to-end ECL computation, Reporting, Analytics and Disclosures under IFRS 9, as per extant guidelines.Roles & Responsibilities:· Data Analysis: - Collect, clean, and analyze data related to retail banking portfolios to ensure compliance with IFRS9 standards.· Risk Modeling: - Assist in building, validating, and implementing IFRS 9 ECL models for retail portfolios and UAT on a periodical basis.· IFRS9 Compliance: - Participate in the assessment of credit risk and expected credit loss (ECL) calculations to ensure compliance with IFRS9 standards.· Provide IFRS 9 related analytics, MIS, projections, presentation etc.· Report Generation: - Prepare reports and dashboards summarizing portfolio metrics, ECL, and other relevant analytics.· Documentation: - Maintain accurate records and documentation of IFRS9 compliance processes and methodologies.· Ad Hoc Analysis: - Perform ad hoc data analysis and research to support portfolio & model risk management initiatives.· Functional assistance to the Retail PAU team; Decision analytics - NCL, roll rates, slippage, vintage, rural business analytics.Secondary Responsibilities:· Portfolio Report.· Internal RAF Compliances· Ensuring Review of Bank wide policies for RMC, Policy / Manual review; making amendments based on 6. senior management discussions and RBI requirements/circulars; Notes· RBS - DCT reporting including data gathering and variance analysis.· Ad hoc RBI / Internal Audit / Statutory Audits / Queries· Annual RBI Indent Requirements.· Key data source identification and access (SFDC, IDP, original bank source DB)Managerial and Leadership Responsibilities:Attract best talent in the team and manage attrition. Leads the team in spreading awareness amongst business teams regarding regulatory requirements / changes. Training and cross functional knowledge sessions.Education Qualification:Graduation: Bachelor’s degree any relevant streamPost-graduation: Any StreamExperience: 02 to 05 years of relevant experience.
