Analyst-CPRA-Retail

HDFC Bank Limited; Gurugram District; On-site; INR 1,400,000 - 2,200,000; Full time

Job summary

HDFC Bank Limited is seeking an Analyst - Credit Portfolio Risk Analytics (CPRA) to support model building, risk estimation, portfolio monitoring, and regulatory reporting. You will work on automation projects, liaise with cross-functional teams, and engage with senior management on risk insights.

The role requires a post-graduate degree in statistics/economics, strong quantitative skills, and proficiency with SAS/SQL/R.

Qualifications

• Post-graduate degree in Statistics, MBA or Economics from a reputed institution.
• Experience in credit risk analytics and regulatory reporting is preferred.
• Proficiency with SAS/SQL/R and data visualization tools.
• Strong analytical and communication skills to interact with senior management.

Responsibilities

• Develop statistical and judgmental models to capture credit risk and track performance.
• Estimate risk parameters such as PD, LGD, and CCF for risk management and reporting.
• Design risk dashboards and conduct industry analysis to assess outlook.
• Develop early warning triggers and internal ratings MIS; perform regulatory reporting per Basel, IFRS/IndAS/CECL.
• Conduct stress testing and present findings to senior management.

Skills

Quantitative risk management

Basel & IFRS/IndAS/CECL

Predictive credit risk modeling

Multivariate statistics

Interpersonal communication

Education

Post-graduate degree in Statistics

MBA

Economics

Tools

SAS

SQL

R

Job description

Job Title

Analyst - Credit Portfolio Risk Analytics (CPRA)

Business Unit

Integrated Risk Management - Wholesale Credit Risk Management

Reporting To

Team Lead - Regulatory Reporting/Risk Estimation/Model Building/Portfolio Monitoring

Job Function and Role Type

Model Building, Regulatory Reporting, Risk Estimation, Portfolio Monitoring, EWS and Rating Ops - Individual Contributor, Moderate Travel

Job Purpose

The primary responsibility is project implementation through modeling, risk estimation, portfolio monitoring, internal rating operations, and regulatory reporting. The role involves automation projects, liaising with cross-functional teams, and engaging with senior management.

Key Responsibilities

Work Areas

Develop statistical and judgmental models to capture credit risk and track performance; Estimate risk parameters such as PD, LGD, and CCF for risk management and reporting; Design risk dashboards, conduct industry analysis, and assess outlook; Develop early warning triggers and internal ratings MIS; Perform regulatory reporting as per Basel, IndAS, IFRS, and CECL guidelines; Conduct stress testing and present findings to senior management.

Education

Post-graduate degree in Statistics, MBA, or Economics from a reputed institution with strong academic performance.

Certifications

SAS, SQL, R.

Key Competencies

Quantitative risk management, Basel and IFRS/IndAS/CECL knowledge, predictive credit risk modeling, multivariate statistics, interpersonal communication.

Major Stakeholders

Operations, Policy, Credit Underwriting, Finance, IT, Risk Analytics, Audit, Validation Teams.