General Manager/AVP - Risk and Regulatory Compliance

This role is for one of the Weekday's clients

Salary range: Rs 2000000 - Rs 2500000 (ie INR 20-25 LPA)

Requirements

Key Responsibilities:

Risk Governance & Regulatory Compliance:

• Perform CRAR (Capital to Risk-Weighted Assets Ratio) and RWA (Risk-Weighted Assets) calculations in alignment with applicable regulatory frameworks.
• Monitor capital adequacy to ensure ongoing compliance with regulatory standards and capital buffer requirements.
  

Risk Assessment & Modeling:

• Evaluate Pillar I and II risks including credit, market, and operational risks.
• Conduct comprehensive stress tests for credit risk, liquidity risk, and interest rate risk.
• Calculate key risk parameters such as Probability of Default (PD), Loss Given Default (LGD), and Expected Credit Loss (ECL).
• Analyze Stage 1 and Stage 2 transitions through bucket forecasting to assess portfolio risk impact.
  

Portfolio Risk Monitoring:

• Perform vintage curve and static pool analysis for portfolio performance evaluation.
• Provide risk-based pricing recommendations to balance profitability and risk thresholds.
• Present monthly portfolio health and hygiene reviews to senior management, highlighting critical observations and follow-up actions.
  

Macroeconomic & Policy Insights:

• Deliver macroeconomic analyses to guide strategic decision-making.
• Support internal policy development, particularly in the areas of credit risk and portfolio management.
  

MIS & Dashboard Reporting:

• Design and maintain real-time MIS dashboards for comprehensive portfolio monitoring.
• Generate analytical reports to track portfolio performance, risk levels, and compliance metrics.
  

Stress Testing & Early Warning Systems:

• Conduct stress tests for portfolios, especially for Rural Business Group (RBG), considering sector-specific risks.
• Develop early warning indicators and recommend mitigation strategies for emerging risks.
  

Credit Appraisal & Policy Enablement:

• Draft and refine Credit Appraisal Memos for products such as KCC, Rural MSME, and Micro LAP.
• Lead policy training and alignment sessions for sales and credit teams to ensure adherence to internal risk guidelines.
  

Process Optimization:

• Design scorecard-based funding models to enhance credit process accuracy.
• Simplify Excel-based appraisal and renewal workflows to improve efficiency and turnaround time.
  

Cross-Functional Coordination:

• Collaborate across business functions to ensure strategic alignment in technical, operational, and financial areas.
• Drive implementation of risk mitigation and portfolio strategy initiatives.
  

Competition & Industry Benchmarking:

• Periodically benchmark competitors to incorporate best practices in risk and compliance management.
• Ensure the organization remains up-to-date with industry standards and regulatory expectations.
  

Required Skills:

• Risk Governance & Assessment
• ICAAP & CRAR Compliance
• Credit Appraisal & Portfolio Monitoring
• Risk Parameter Modeling (PD, LGD, ECL)
• MIS & Dashboard Reporting
• Stress Testing & Early Warning Indicators
• Scorecard & Process Optimization
• Regulatory and Operational Risk Management
• Stakeholder Engagement & Cross-Functional Collaboration
• NBFC Sector Experience Preferred