CRAR - Specialist / Analyst

Job Summary:

Capital to Risk-Weighted Assets Ratio (CRAR)

Key Responsibilities:

• CRAR Computation & Monitoring

Calculate and validate CRAR (Tier I and Tier II capital vs Risk-Weighted Assets).

Monitor capital adequacy on a monthly/quarterly basis to ensure compliance with RBI norms.

Conduct stress testing and scenario analysis to assess capital adequacy under adverse conditions.

• Regulatory Compliance & Reporting

Prepare and submit CRAR-related regulatory returns/reports to RBI and Board Committees.

Ensure adherence to Basel III norms and track updates in regulatory requirements.

Support Internal Audit, Statutory Audit, and Regulatory inspections with relevant CRAR data.

• Risk Assessment & Capital Planning

Work with Finance, Treasury, and Risk teams to validate risk-weighted asset computations.

Analyze exposure across credit, market, and operational risk categories.

Contribute to ICAAP (Internal Capital Adequacy Assessment Process) and stress testing frameworks.

• Process Improvement & Controls

Enhance data quality and accuracy of CRAR calculations through automation and process controls.

Identify gaps in capital management processes and recommend improvements.

Required Skills & Qualifications:

• Graduate/Postgraduate in Finance, Commerce, Economics, Statistics, or related field.
• Professional qualification preferred: CA / MBA (Finance) / FRM / CFA.
• 2–5 years of experience in risk management, regulatory reporting, or capital adequacy calculations in a Bank/NBFC.
• Strong knowledge of RBI circulars, Basel III guidelines, and CRAR computation framework.
• Proficiency in MS Excel, financial modelling, and regulatory reporting tools.

Key Competencies:

• Analytical and quantitative skills with strong attention to detail.
• Ability to interpret and implement regulatory requirements.
• Strong communication and presentation skills for management and regulator interactions.
• Problem-solving mindset and ability to work under tight deadlines.