Capital Model Risk Analyst For NBFC

Roles and Responsibilities

Risk Management is core to Bajaj Finance. Most of the decisions in Risk Management are data driven and analytical. Statistical models are required to look at multi-variate dimensions from a risk perspective including calculating the expected , Unexpected credit loss, scenario analysis, forecasting etc. Statistical models are built and scorecards are prepared which assesses parameters like PD (probability of default), EAD and LGD which are critical from a regulatory perspective and forms important aspect of regulatory reporting purpose.

This role gives an opportunity of going beyond the above and gives deeper insights on the Regulatory norms on Credit Risk. The role allows candidate work on areas such as Capital Models, Macro Economic stress, Macro stress models/forecasting etc.