Senior Manager - ERM Policy - BFSI

Senior Manager (ERM)

JD:

Job Title- Senior Manager

Location- Mumbai (Work From Office)

Experience- 4+ Years

Job Responsibilities:

- Own and implement the risk related policies (ERM policy, Provisioning policy, Credit policy) and update the same as and when required.

- Assist in the development of a stress testing framework for various types of risk and conduct the stress tests to assess the impact on capital for ICAAP purpose.

- Develop relevant models for estimating expected credit loss (ECL) as per regulatory guidelines/ IFRS 9/IND AS 109.

- Conducting model validation tests for credit rating models being used and determining appropriate probability of default and loss given default for various portfolios based on internal or external data.

- Interacting with key internal / external stakeholders such as regulators, auditors, senior management etc.

- Provide periodic submissions, support, and necessary reply to queries from RBI's inspection, statutory and concurrent auditors.