The official will be eligible for DA,
HRA, CCA, PF, Contributory
Pension, LFC, Medical Facility
etc. as per rules in force from time
to time. Emoluments will vary
centre/place wise
1.
Post Name: Risk Specialist- Sector
(Scale-III)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or
(ii) CFA, or
(iii) MBA/PGDM (Finance/ Data
Analytics/ Business
Analytics) or its equivalent
as full-time course from
recognised institute, or
(iv) M.Sc. (Statistics)
Other qualification (Preferred):
Financial Risk Manager (FRM) by
GARP
Profession Risk Managers by PRMIA
PGDBM from NIBM
Post Qualification Experience:
4 Years’ Post qualification Experience in
Financial Institutions/ Rating Agencies/
Brokerage Firms with domain knowledge
across sector/ industry, experience in primary/
secondary research, experience in risk
modelling, data analysis, report writing, etc. in
any of the following Sectors:
a. Power
b. Hydrocarbon & Petrochemicals
c. EPC & Roads
d. Real Estate
e. Large Accounts / Key Group Analyst
Job Profile:
I. Industry Research and Large Account Reports
*Conduct historical performance analysis quantitatively and qualitatively (trends, disruptions, etc.)
*Actively monitor developments in the sector to update the financial model assumptions and update forward looking macro sectoral views
of the bank and key large accounts outlook
*Ensure creation of reports within target TAT and with minimum errors
*Liaise with Sector credit specialists within Credit Review department to discuss important sector level updates and exchange feedback on
key observations
II. Sectoral Coverage
*Attend conferences, seminars, trade association, chambers of commerce meetings related to the sector and network with other bankers,
equity research analysts and industry leaders
*Carry out primary research (site visits, client interactions, etc.) for key clients within the sector to generate ground level understanding of
the sector to form forward looking macro views on the sector and develop outlook on the key large accounts
*Participate in the investor presentations, analysts earning calls and annual general meetings for the leading players in the sector
*Closely monitor the business news along with public research publications and reports/commentaries by brokerages, fund houses and
independent analysis to update sectoral and company views in a fast-changing market.
2. Post Name: Risk Specialist- Sector (Scale-II)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience:
2 Years’ Post qualification Experience in
Financial Institutions/ Rating Agencies/
Brokerage Firms with domain knowledge
across sector/ industry, experience in primary/
secondary research, experience in risk
modelling, data analysis, report writing, etc. in
any of the following Sectors:
a. Automobiles & Auto Components
b. Textiles
c. Food processing
d. Precious Metals, Gems & Jewellery
e. Service Industries, like Telecom, IT,
Hospitality, Hospitals, Education, etc
Job Profile:
I. Industry Research and Large Account Reports
*Conduct historical performance analysis quantitatively and qualitatively (trends, disruptions, etc.)
*Actively monitor developments in the sector to update the financial model assumptions and update forward looking macro sectoral views of the bank and key large accounts outlook
*Ensure creation of reports within target TAT and with minimum errors
*Liaise with Sector credit specialists within Credit Review department to discuss important sector level updates and exchange feedback on key observations
II. Sectoral Coverage
*Attend conferences, seminars, trade association, chambers of commerce meetings related to the sector and network with other bankers, equity research analysts and industry leaders
*Carry out primary research (site visits, client interactions, etc.) for key clients within the sector to generate ground level understanding of the sector to form forward looking macro views on the sector and develop outlook on the key large accounts
*Participate in the investor presentations, analysts earning calls and annual general meetings for the leading players in the sector
*Closely monitor the business news along with public research publications and reports/commentaries by brokerages, fund houses and independent analysis to update sectoral and company views in a fast-changing market.
3. Post Name: Portfolio Management Specialist (Scale-II)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience:
2 Years’ Post qualification experience in
Portfolio Management in Banks/ Financial
Institutions for optimum return.
Job Profile:
*Proactively track the portfolio against defined targets and facilitate the secondary sale of loans by identifying and pricing the loans to be
sold.
I. Portfolio Monitoring and Optimization
*Monitor portfolio for credit quality, profitability, risk and other guardrails (concentration, capital, etc.)
*Evaluate industry trends, conditions of clients and prospects to properly position portfolio
*Conduct periodic analysis of corporate book and identify potential opportunities and challenges
*Program manage key initiatives identified by senior management towards portfolio optimisation
*Liaise with multiple functions to drive portfolio objectives/strategy
*Construct sensitized forward looking projection models to aid business decisions making processes
*Build real time portfolio measurement tool to aid business decision process
II. Portfolio Reporting
*Prepare regular reports on performance, profitability and quality of the portfolio
4. Post Name: Risk Specialist- Credit (Scale-III)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience:
4 Years’ relevant post qualification Risk
related work experience in Credit risk and risk
modelling in Financial Institutions/ Rating
Agencies/ Brokerage Firms.
Job Profile: *Monitoring the credit portfolio in terms of limits on concentration in quality, Geography, industry, product, maturity and large exposure aggregates
*Ensuring that adequate policies & systems are in place for identifying, measuring, mitigating, monitoring and controlling of Credit Risk in respect of Bank's credit
*To evolve Credit Risk Assessment (CRA)/ scoring models for various groups of borrowers
*To carry out Risk Components viz Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD)
*To arrange for periodic review of credit risk related policies and dissemination of information. To analyse the credit portfolio of the Bank on various defined parameters. To identify and assess risk factors / concentrations and recommend remedial action
*To compute Credit Risk Premium (CRP) and advising the same to CPPD/ Business Groups for deciding interest rates
*Model Development, Review of Models, Rating transition study
*IRB project (Data collection from operating units, conducting workshops for Risk Raters, Coordinating with EDW for loading data in RDM and capital computation)
5. Post Name: Risk Specialist- Credit (Scale-II)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience
2 Years’ relevant post qualification Risk
related work experience in Credit risk and risk
modelling in Financial Institutions/ Rating
Agencies/ Brokerage Firms.
Job Profile:
*Monitoring the credit portfolio in terms of limits on concentration in quality, Geography, industry, product, maturity and large exposure
aggregates
*Ensuring that adequate policies & systems are in place for identifying, measuring, mitigating, monitoring and controlling of Credit Risk in
respect of Bank's credit
*To evolve Credit Risk Assessment (CRA)/ scoring models for various groups of borrowers
*To carry out Risk Components viz Probability of Default (PD), Loss Given Default (LGD) and Exposure At Default (EAD)
*To arrange for periodic review of credit risk related policies and dissemination of information. To analyse the credit portfolio of the Bank on
various defined parameters. To identify and assess risk factors / concentrations and recommend remedial action
*To compute Credit Risk Premium (CRP) and advising the same to CPPD/ Business Groups for deciding interest rates
*Model Development, Review of Models, Rating transition study
*IRB project (Data collection from operating units, conducting workshops for Risk Raters, Coordinating with EDW for loading data in RDM
and capital computation)
6. Post Name: Risk Specialist- Enterprise (Scale-II)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience:
2 Years’ relevant post qualification Risk
related work experience in Enterprise risk and
risk modelling in Financial Institutions/ Rating
Agencies/ Brokerage Firms
Job Profile: *Effective identification, assessment, monitoring and reporting of risk parameters across SBI and Group entities to top Management
*Review of the enterprise wide Risk Appetite Framework of the Bank and cascading it to the BU's and quarterly monitoring
*Developing a risk management framework and ICAAP document formulation for RRBs and bringing them under the ambit of the GRM
Policy in a calibrated manner
*Development of Risk Culture framework for the Bank and assessment of the same. Develop suitable intervention (BU/Group wise)
wherever culture assessed as weak
*Efficient steering and implementation of the Group Risk Transformation Project
7. Post Name: Risk Specialist- IND AS (Scale-III)
Age Criteria: 25 Years to 30 Years as on date 01.04.2020
Educational Qualification:
Basic Qualifications: (i) Chartered Accountant (CA), or (ii) CFA, or (iii) MBA/PGDM (Finance/ Data Analytics/ Business Analytics) or its equivalent as full-time course from recognised institute, or (iv) M.Sc. (Statistics)
Other qualification (Preferred): Financial Risk Manager (FRM) by GARP Profession Risk Managers by PRMIA PGDBM from NIBM
Post Qualification Experience:
4 Years’ relevant post qualification Risk
related work experience in Credit risk and risk
modelling in Financial Institutions/ Rating
Agencies/ brokerage Firms.
Job Profile: Defining significant increase in Credit Risk(SICR)
Incorporating forward looking macro-economic factors in PD, LGD and EAD models
Calculation of PIT PD and Lifetime PD for the entire loan portfolio
Long run average Loss Given Default for the entire loan portfolio
Monitoring of PD, LGD and EAD models on a quarterly basis.
Validation of all the above models, redevelopment/ recalibration of the models based on validation results
Incorporation of process note on ECL methodology for investments as per IND-AS and monitoring of ECL model on regular basis
Defining , effective interest rate(EIR) and the process to be adopted for the investment in the valuation manual.
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