01Responsibilities
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
