Vice President/Director - Counterparty Credit Risk + Allocations - Bank

A Leading MNC Bank is looking for someone with Strong experience in

- Credit Risk Reporting

- Stress Testing

- Basel II / III

Role Expectations

- Managing the control model around the Capital Calculation Rules process

- Ensure stringent controls and governance on any changes / new rules / various regulatory and operational changes impacting this Rules engine

- Provide relevant SME knowledge on all appropriate implementation of any changes

- Establishing effective collaboration with relevant functions in CFO, CRO and Front Office divisions to deliver on the Capital Management agenda

- Analyzing and understanding the impact of new capital and regulatory rules

- Support the Scenario Analysis environment of calc. engine used to perform what-if type of analysis for Production/Regulatory assurance/MIS/Front Office teams.

- Conducting "deep dive" analysis on the identification of data sources, parameters, methodology treatment, control issues, etc.

- Supporting Internal and External Audit reviews and ad hoc queries related to these transactions

- Working closely with the change team to develop automated calculations and reporting in compliance with the regulatory capital requirements

Interested candidates may connect with

Nimi Srivastava
+91 97111 44053