Credit Risk Manager - Bank

- Capital Adequacy Ratio (CAR) computation basis Basel Norms under the Standardized Approach (reporting frequency both monthly as well as weekly)

- Regulatory filings to be undertaken on a quarterly basis in CIMS platform

- Track regulatory amendments from RBI so as to align the working model with the revisions

- Update control descriptions as and when applicable as part of Control Risk

- Assessment (CRA) activity initiated by Compliance department.

- Assist in RWD analysis from time to time as and when required as part of CRMC

- Prior working knowledge in Capital Adequacy Automation projects including but not limited to end-to-end reconciliation of system output with manual computation, URD preparation etc.

- Portfolio Analysis for bank with more focus towards Corporate Lending portfolio

- Stress testing (both Regulatory as well as Internal scenarios) to be undertaken on a quarterly basis (including ICAAP document to be done on an yearly basis)

- Preparation of Pillar III disclosure, which is to be done on a quarterly basis

- Knowledge of Leverage Ratio (LR) computation basis BASEL III norms

- Preparation of Risk Based Supervision (RBS) data points, to be submitted to RBI once a year.

- Work closely with Auditors to ensure Compliance with jurisdictional regulations.

- Knowledge on Computation of Expected Credit Loss (ECL) as well as PD & LGD computation will be an added advantage.