Credit Risk Stress Testing & Risk Analytics - Capital Management - ICAAP - Bank

Credit Risk Stress Testing & Risk Analytics - ICAAP - Global Bank

About Our Client :

- Our client is one of the leading private banks in India. It offers retail and corporate banking services spread across 800+ branches. The bank also has a good presence outside the Indian geography and offers an excellent work culture and an employee centric environment. They are looking at hiring a professional having extensive experience in BASEL Capital Computation and Capital Management. The position shall be based in Mumbai.

Job Description :

Reporting to the Vice President, you would be responsible for heading the capital management function while leading a 4-5 member team. Some of your broad responsibilities shall be as follows :

- Assessment of capital requirements if any under Pillar 2 risks and estimation of economic capital

- Establishing "Risk Appetite" at various levels within the Bank

- Conducting stress tests

- Ongoing maintenance and enhancement of current process of IRB capital computation

- Establishing, refining and improvising IRB and Standardized systems on an on-going basis

- Coordinating external validation and regulatory (RBI) approval of regulatory capital computation norm changes as required

The Successful Applicant :

As a Successful Applicant, you will have the following qualifications :

- Have a Masters Degree in Statistics/ Economics/ Management from a top tier institution

- Certifications like FRM, PRM would be an added advantage

- 9+ Years of solid understanding of implementation / maintenance of Basel Standardized and IRB capital computation process

- Excellent experience in assessment of capital requirements under Pillar 2 risks and estimation of economic capital along with exposure to stress testing

- Good understanding of SAS, SQL etc. is essential

- Excellent communication skills and demonstrated executive presence along with ability to lead team

- Prior experience of leading teams is critical

What's on Offer :

An excellent opportunity to be a part of one of the fastest growing Indian banks and a platform to lead a team