Enterprise Risk Manager - Bank

4 - 7 years

4 - 9 Lacs

Posted:21 hours ago| Platform: Foundit logo

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Work Mode

On-site

Job Type

Full Time

Job Description

Role & Responsibilities

  • Preparing and maintaining various policies of the Bank such as Enterprise Risk, ICAAP etc
  • Compute Expected Credit Loss (ECL) under IndAS framework. This will involve developing framework for Staging of assets, estimation of forward looking PDs, computation of Lifetime ECL, incorporation of macro-economic variables etc.
  • Designing and preparing risk reporting MIS and dashboards
  • Conducting Stress Testing as well as preparing and analysing RAROC estimates
  • Preparing ICAAP and thereafter tracking quarterly performance basis key indicators as per risk appetite, handling of Pillar II Risks under Basel (including experience in quantifying these risks)

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