Analyst– Credit Portfolio Risk Analytics (CPRA) Retail
HDFC Bank · Posted Oct 27
Commercial banking, retail banking, credit card, loan, and treasury services
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About the role
The Credit Portfolio Risk Analytics (CPRA) team at HDFC Bank is responsible for model building, regulatory reporting, risk estimation, portfolio monitoring, early warning signals and internal rating operations. The role focuses on statistical and judgmental credit risk models, risk parameter estimation such as PD, LGD and CCF, portfolio dashboards, stress testing, and Basel/IndAS/IFRS/CECL regulatory reporting. The Analyst will work on automation and implementation projects and liaise with Finance, Operations, IT, Policy and senior management.
What you will do
- Develop statistical/ judgmental models to accurately capture inherent credit risk in underwriting and track model performance on an ongoing basis
- Estimate risk parameters such as PD, LGD and CCF to be used for Bank’s risk management and reporting purposes
- Develop Risk Dashboard covering various dimensions to monitor the portfolio, conduct industry analysis and outlook assessment
- Designing of new early warning triggers by tapping various internal/external sources, rollout of various MIS pertaining to internal ratings
- Regulatory reporting as per Basel capital computation standards (Standardized and Advanced IRB approach), provisioning computations as per IndAS, IFRS and CECL guidelines
- Conduct Stress testing on the Bank’s portfolio
- Presentation and review with senior management
Skills used in this role
What the employer is looking for
- Post-graduate degree (preferably in Statistics or an MBA or Economics degree with a strong quantitative underpinning) from a respected institution with an outstanding academic record.
- 1-4 years of professional work experience with a reputed bank, insurance, other financial firm or analytics firm with at least two years of experience in risk management.
- Candidates must demonstrate both a strong business sense and deep understanding of the quantitative foundations of risk management
- Strong understanding of Basel and IFRS/INDAS/CECL guidelines
- Experience and familiarity with tools like SAS, SQL, R etc
- Strong Interpersonal / Communication skills
- Candidate should have sound knowledge on topics like Multivariate Statistics, Econometrics Analysis, Decision Tress (like CART, CHAID, etc).
- Knowledge of Predictive credit risk modelling
- Experience of 1+ years & above in credit risk management in wholesale banking from reputed financial house
- Exposure to banking preferable
Benefits and support
- Compensation and benefits are detailed in the job posting
About HDFC Bank
HDFC Bank Limited is an Indian banking and financial services company headquartered in Mumbai. It is India's largest private sector bank by assets and market capitalization, offering a wide range of financial products including retail banking, wholesale banking, and treasury operations.
- Industry
- Banking
- Company size
- 211535 employees
- Founded
- August 1994
- Location
- Mumbai, Maharashtra, India
- Funding stage
- Public Company
Leadership
Sashidhar Jagdishan
Managing Director and Chief Executive Officer
Srinivasan Vaidyanathan
Chief Financial Officer
Ramesh Lakshminarayanan
Chief Information Officer
Vibhash Naik
Chief Human Resources Officer
Recent coverage
Business Today
HDFC Bank Shares Down 30% in 2026: FPI Love for India's Largest Bank Wanes Amid Margin Pressures2026-10-22
India Today
HDFC Bank Probe Finds Two Senior Executives Leaked Confidential Information2026-10-21
India News Network
HDFC Bank Launches Investigation into Alleged Data Breach by Executives2026-10-22
The Times of India
HDFC Bank Probes 2 Executives for Leak of Sensitive Information2026-10-22