17 Icaap Jobs

Prepare and maintain Basel III and RBI-mandated reports (LCR, NSFR, RWA, LEF, ICAAP). Compile, validate ALCO and Board-level risk dashboards (IRRBB, liquidity positions, credit exposures). Required Candidate profile Graduate/postgraduate in finance, risk, or banking (CA, FRM, CFA, or MBA preferred). 3–6 years of experience in risk reporting, ALM reporting, or Basel compliance within a bank or NBFC.

Role & responsibilities a) Preparation of ICAAP document, conduct ICAAP assessment and Stress Testing / Scenario Analysis b) Management of Liquidity Risk in the organisation, familiar with LCR, Stock Ratios, SLS, and ALM guidelines c) Familiar with CRAR computation, risk weighted assets, Tier 1 Capital, Tier 2 Capital d) Prepare and maintaining of risk governance policies for regulatory examination and internal /external audits e) Monitoring of Exposure Limits f) Stay updated with regulatory changes and ensure the companys risk governance framework meets these standards g) Prepare and maintain economic outlook, sector outlook, industry outlook h) Stay abreast of industry trends and advancements in risk governance techniques i) Pursue continuous improvement initiatives to enhance the framework j) Work closely with various stakeholders to synchronize risk assessment methodologies. k) Familiar with portfolio risk monitoring and loss forecasting Support with data / information / Concept on adhoc requirements from management or other departments Preferred candidate profile Minimum Qualification Master’s degree or equivalent in Finance, Economics, Mathematics, Statistics, or a related field Professional certifications such as CA, CFA, FRM, or equivalent are preferred Basic expertise in Python/R, SQL Strong understanding of banking terms and their applications in finance. Minimum 3 years of experience in risk governance, ICAAP, liquidity risk management or risk management within financial services or NBFCs Effective communication and presentation skills, stakeholder management capabilities, inclination towards automation

Role & responsibilities Preparation of ALCO note & RMC note, presenting it to seniors Review of working of LCR and NSFR on a regular basis Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement Review and monitoring of counter party limit Review and monitoring of mid-office report Preparation of all required data for Risk Based supervision Review of MCLR and other related reports Review and monitoring of liquidity matrix, Calculation of VaR and MTM Calculation of ICAAP and stress testing Coordinate with Treasury and finance for various work Preferred candidate profile Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP. Good understanding of various regulatory reports of market liquidity risks Good understanding of macro-economic scenario, interest rate curve, market liquidity and its impact Good command of Excel and PowerPoint Advanced analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts Interested candidate may share their resume on adarsh.pandey@utkarsh.bank

Roles and Responsibilities Review and Analysis of historical loan data to understand the pattern from default point of view Apply statistical tool to analyze the pattern and come with detailed assessment Review and Prepare risk dashboard for management which shows all important risk parameters Develop rating model/scorecard for various retail and corporate loans based on historical data Testing of scorecard/model on a regular basis and update Coordinate with various stakeholder for the rating model implementation Prepare and maintain database of loan product from risk assessment point of view Ensure data is correctly captured in the system and coordinate with different team to fix the issue Coordinate with IT team for the automation of credit approval process Review and Preparation of regular credit risk reports for Board meeting and other management committee meeting consumption Manage a small team to monitor the performance of the asset portfolio Provide regular inputs for risk analytics and detailed data points impacting portfolio quality Coordinate with IT team for various project i.e. NPA, Perfios, Scorecard etc. Preparation of Bank wide Risk Dashboard to reflect Risk trend of the Bank Relevant Experience: Overall 7 + plus years of experience in Banking (preferably Risk). Technical Competencies: Good understanding of Credit risk related jargons like balance sheet, income statements, asset inventory statements Good understanding of various regulatory reports of credit risks Good command of Excel, SQL, etc. Analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts Interested candidate can share their resume on adarsh.pandey@utkarsh.bank

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title Model Validation Specialist Associate Location Mumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy: Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The core responsibility will be to validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important for incumbent to grasp and understand Investment Banking side of the banks business. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 3-6 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Candidate needs to have decent knowledge about financial products and the associated risk factors. Candidate needs to have above average report drafting skills and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Very strong data management and analysis skills with experience in relevant software packages, e.g., R and Python. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job Title- Risk Reporting Analyst, NCT Location- Mumbai, India Role Description CRO Treasury Risk Management (TRM) provides a holistic coverage of all the risks managed by the Treasury function, including capital risk, liquidity risk, structural interest rate and FX risks, recovery and resolution planning. TRM Capital Risk Management acts as the 2nd line of defense control function for capital risk, which defines the control framework against the risk of insufficient capital at Group and entity level as well as coordinates DBs Internal Capital Adequacy Assessment Process (ICAAP). The Economic Capital Risk Management team sets the banks economic capital adequacy framework and establishes controls for certain economic risks. Economic capital adequacy framework comprises the banks principles for risk quantification approaches under the economic perspective and economic loss absorbing capacity. Controls for economic risks refer to Pillar 2 risk types such as step-in risk and insurance risk and risks related to intangible assets. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Support in the ongoing monitoring, reporting and escalation of DB Groups economic capital adequacy metrics. Maintain a robust control environment for DB Groups economic capital models, including data quality and model risk activities. Contribute to improvement initiatives related to the models that measure the risk related to the banks earnings volatility risk, software assets portfolio and risk type diversification. Analyze the changes in DBs risk profile and the differences between economic and regulatory capital models (i.e. mutual information between Pillar 1 and Pillar 2). Coordinate disclosure (e.g. Pillar 3 report) and external engagement points (DB Group supervisors) on economic capital models. Support in the implementation of measures required by supervisors, auditors and validators. Your skills and experience Education and Experience: Relevant university degree or equivalent necessary. Prior experience in risk frameworks, risk modelling or capital adequacy topics. Competencies: Knowledge about key regulations on capital adequacy/ICAAP Hands-on working approach with good analytical skills and strong attention to detail. Ability to present information to senior management in an appropriate way (quality & format). Ability to independently liaise with internal stakeholders. Ability to manage multiple tasks or projects at once and within given timeframes. Confident in management of models, handling and analyzing large amount of data. Proficient in Microsoft Office and Power Point. Personal characteristics: Excellent communication skills in business-fluent English, verbal and written. A team player, able to work collaboratively in a global diverse team within a complex management structure and virtual team across the globe. Focused and self-motivated with continuous improvement mind-set. Goal-oriented, positive and constructive attitude. Ability to cope well under pressure and within deadlines. How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

Job Title: Senior Risk Manager, UK ERM Corporate Title: VP Location: Mumbai, India Role Description DWS Global Risk Function: The DWS Group Risk Organisation is a dedicated control function, independent from the Front Office and mandated to manage risks for DWS Group and its subsidiaries globally. It has responsibility for the management of financial, non-financial and investment risks as well as for the comprehensive control of risk, and ongoing development of methods for risk measurement. In addition, the function is responsible for identifying, monitoring, analyzing, and reporting risk on a comprehensive basis. DWS Enterprise Risk Management: UK Risk As part of the above, the UK Enterprise Risk Management team (ERM) is responsible for the effective identification, management, control and reporting of financial and non-financial risks for DWS UK entities. It is responsible for: Monitoring, analysing, and reporting risk on a comprehensive basis. Ensuring that the risk appetite tolerances set out by the Boards of the legal entities in the UK are being adhered with appropriately. Ensuring that risk and capital management are aligned to the relevant internal policies as well as UK rules and regulations. In order to achieve the above, the team works with the businesses and functions operating in the UK entities, with the global risk teams specialized by risk category, as well as with local Control Functions such as Compliance, AFC, Finance, Legal and HR among others. What well offer you As part of our flexible scheme, here are just some of the benefits that you’ll enjoy, Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities As a Senior Risk Manager at the UK Enterprise Risk Management team you will support and enhance the risk and control oversight responsibilities of the function spanning across all UK businesses, activities and risk types: Drive improvements on specific components of the Internal Capital Adequacy and Risk Assessment Process (ICARA), and relevant documentation. Drive risk assessment of new products and embed them into existing risk management frameworks or support development of relevant new frameworks. Monitor and report risk appetite metrics for the legal entities, including continuous enhancement and annual risk appetite statement update. Perform ad-hoc risk analysis and be involved in required change projects to de-risk or support new initiatives. Drive annual risk identification and assessment process consolidating all risk categories. Drive and implement enhancements to risk monitoring and reporting for local governing bodies. Develop and/or maintain key Risk documentation, including UK Risk Management Framework and that of other risk relevant processes or activities. Report to the UK Chief Risk Officer, as a member of the UK ERM team and represent the team in relevant governance forums. Your skills and experience Minimum 8 years experience in Risk Management across ERM and/or a variety of disciplines such as Operational Risk, Financial Risk and/or Investment Risk. Experience in Asset Management sector. Proven experience in roles with direct exposure to FCA prudential regulation. University degree, Business Management, Economics or similar. Proactive mind-set to propose process improvements and new solutions, including ability to influence and mobilize teams in different parts of the organization in order to achieve the set goals. Excellent PowerPoint skills, with ability to synthetize and experience in creating presentations for senior audience. Strong verbal presentation skills to Senior Management. Demonstratable ability to operate with high autonomy. How we’ll support you Training and development to help you excel in your career. Coaching and support from experts in your team. A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm

Role & responsibilities - ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. Automation: To implement ECL Automation project using Python. Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL for organization (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines. Design, develop, test and validate statistical models for the entire product suite. Responsible for the documentation of PD, LGD models and the ECL Policy. Computation: Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP) in the organization. This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk. Model Development: Development of stress testing models in compliance with the regulatory guidelines. Documentation Responsible for the documentation of ICAAP. Risk Appetite Statement/Enterprise Risk: Computation of various risk types on the basis on key risk metrics. Aggregate the various risk types to compute an Enterprise Risk score. Build Model and maintain documentation and track necessary deliverables 3. VAR: Model Development: Design, develop and test VAR Models. Model Validation: Perform Back-testing and sensitivity analysis of VAR model. Documentation: Prepare and maintain documentation for the VAR mode 4. Sensitivity Analysis on various portfolio cuts: Statutory/Internal Audit: To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. RBI Audit: To help in closing RBI audit.

About The Role : Job Title Associate, MoRM (DIPL) LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy: Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The core responsibility will be to validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important for incumbent to grasp and understand Investment Banking side of the banks business. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 3-6 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Candidate needs to have decent knowledge about financial products and the associated risk factors. Candidate needs to have above average report drafting skills and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Very strong data management and analysis skills with experience in relevant software packages, e.g., R and Python. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

About The Role : Job TitleAssociate, MoRM (DIPL) LocationMumbai, India Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies. This role spans all aspects of validation applicable to the portfolio of estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across all relevant business units and risk types. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy: Best in class leave policy. Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities The core responsibility will be to validate IB Stress testing models used within the larger CCAR PPNR umbrella for DB USA. Its important for incumbent to grasp and understand Investment Banking side of the banks business. However, the role might necessitate model validator to be flexible in moving around different risk areas within US model validation team outside of core area of responsibility. Key tasks include, but not limited to model performance testing, scenario analysis, sensitivity analysis, and conceptual assessment of model assumptions/limitations/weaknesses. Developing challenger models including independent data collection and by performing complex analysis and testing. Follow regulatory guidelines and the Banks policies and procedures for model risk management, especially CCAR-specific guidelines. Bringing efficiency by automating processes and uplifting frameworks. Your skills and experience 3-6 years of professional experience in model development/ validation or related areas. Previous experience in stress testing (DFAST/CCAR/ICAAP) would be a plus. Ability to analyse and understand financial statements (Balance sheet, Income statement) will be advantageous. Candidate needs to have decent knowledge about financial products and the associated risk factors. Candidate needs to have above average report drafting skills and should be able to independently compile model validation reports, follow-through on mitigation of validation findings, and documentation thereof. Very strong data management and analysis skills with experience in relevant software packages, e.g., R and Python. Good presentation & communication skills Candidates with Mathematics/Statistics/Economics/Engineering/ MBA or allied background holding Graduate/Post-Graduate degrees are preferred. CFA / FRM certification will be a plus for the role. How we'll support you Training and development to help you excel in your career. Coaching and support from experts in your team A culture of continuous learning to aid progression. A range of flexible benefits that you can tailor to suit your needs. About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

Roles and Responsibilities Review and Analysis of historical loan data to understand the pattern from default point of view Apply statistical tool to analyze the pattern and come with detailed assessment Review and Prepare risk dashboard for management which shows all important risk parameters Develop rating model/scorecard for various retail and corporate loans based on historical data Testing of scorecard/model on a regular basis and update Coordinate with various stakeholder for the rating model implementation Prepare and maintain database of loan product from risk assessment point of view Ensure data is correctly captured in the system and coordinate with different team to fix the issue Coordinate with IT team for the automation of credit approval process Review and Preparation of regular credit risk reports for Board meeting and other management committee meeting consumption Manage a small team to monitor the performance of the asset portfolio Provide regular inputs for risk analytics and detailed data points impacting portfolio quality Coordinate with IT team for various project i.e. NPA, Perfios, Scorecard etc. Preparation of Bank wide Risk Dashboard to reflect Risk trend of the Bank Relevant Experience: Overall 7 + plus years of experience in Banking (preferably Risk). Technical Competencies: Good understanding of Credit risk related jargons like balance sheet, income statements, asset inventory statements Good understanding of various regulatory reports of credit risks Good command of Excel, SQL, etc. Analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts Interested candidate can share their resume on adarsh.pandey@utkarsh.bank

Credit Risk ECL - NBFC - Thane Job Purpose: ECL: Calculation: To calculate ECL for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. Automation: To implement ECL Automation project using Python. Build and maintain ECL model and documentation: Development of Probability of Default models used in the computation of ECL (secured and unsecured) portfolios in accordance with Ind AS 109/IFRS 9 guidelines. Design, develop, test and validate statistical models for the entire product suite. Responsible for the documentation of PD, LGD models and the ECL Policy. ICAAP: Computation: Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP). This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk. Model Development: Development of stress testing models in compliance with the regulatory guidelines. Documentation Responsible for the documentation of ICAAP. Risk Appetite Statement/Enterprise Risk: Computation of various risk types on the basis on key risk metrics. Aggregate the various risk types to compute an Enterprise Risk score. Build Model and maintain documentation and track necessary deliverables VAR: Model Development: Design, develop and test VAR Models. Model Validation: Perform Back-testing and sensitivity analysis of VAR model. Documentation: Prepare and maintain documentation for the VAR model. Sensitivity Analysis on various portfolio cuts: Perform Sensitivity Analysis on various portfolio cuts. Audit Closure: Statutory/Internal Audit: To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage. RBI Audit: To help in closing RBI audit.

We are looking for a highly skilled and experienced professional to join our dynamic Risk Department If you are a strategic thinker with a deep understanding of financial risk management, particularly in the microfinance sector , and have significant experience in Credit Risk , Market Risk , Asset Liability Management (ALM) , and Expected Credit Loss (ECL) , we would love to hear from you. Key Responsibilities: Credit Risk Management: Assess and monitor credit risk exposure across the organization, including portfolios in microfinance and MSMEs, and develop models to predict and manage risks. Expected Credit Loss (ECL): Oversee ECL models and ensure compliance with IFRS 9 . Collaborate with internal teams for accurate reporting and backtesting. Liquidity and Market Risk: Prepare and monitor LCR , evaluate market risk factors, and optimize funding strategies in collaboration with treasury and finance teams. Internal Capital Adequacy Assessment Process (ICAAP): Assist with ICAAP execution, ensuring capital adequacy and performing stress testing and scenario analysis. Risk Monitoring & Governance: Lead risk assessments, monitor KRIs , and ensure regulatory compliance while identifying risk mitigation strategies. Qualifications: Education: CA, MBA (Finance/Economics), and relevant Risk Management certifications (FRM, CRM). Experience: Minimum 10-12 years of experience in risk management , with at least 5-6 years in microfinance , lending operations , and RBI compliances . Skills: Strong leadership, strategic thinking, communication skills, and problem-solving abilities. Location: Gurugram Salary & Benefits: Competitive salary and benefits package, commensurate with experience. To Apply: If interested, Please send your resume to Pooja.jain@satincreditcare.com

Requirement Skill sets Functional: Working knowledge & experience in Risk, Stress testing, Traded risk, Counterparty credit risk, Basel 3.1 etc. Technical: Advance excel, SAS, Python. Should be able to handle, manage & analyse big data-set (data massaging, data transformation etc). Location: Bangalore office. Work from office: Twice a week JD Brief overview The candidate for this position will be part of CCR (Counterparty Credit Risk) stress testing team involved in the execution of enterprise-wide stress tests for CCR work stream and ensure the timely delivery of the stress test results by conducting the CCR stress test, collaborating on methodology definition, maintaining documentation and governance standards. Support the Head, Traded Credit Risk in the Global Counterparty Credit Risk Forum (GCCRF) and on board to the hub team CCR stress testing modules for countries. They will execute stress tests CCR and CCP stress test to meets to meet regulatory requirements and manage all governance related aspects of enterprise-wide stress testing from Execution perspective. Responsible for driving process improvements and best practices automate manual processes for more efficiency and productivity and own quantitative changes and change requests. For Group exercises, execution of CCR runs for stress results, deliver a high-quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test. Involvement in other similar ST requirements issued by the likes of the Hong Kong Monetary Authority (HKMA) or Monetary Authority of Singapore (MAS) Ensure that the stress testing methods employed are compliant with EST procedures and any deviation is properly documented and approved. Ensure compliance with the Operational Risk Framework requirements and that quantitative controls are in place and executed in full. Manage all correspondence via their nominated work stream leads, support functions and stakeholders. Roles and Responsibilities Ensure the CCR stress test execution of EWST exercises (Group ICAAP and BoE stress test) within agreed timelines. This includes owning the end-to-end process from performing the stress test and support presenting the final deck for stakeholders sign-off. Ensure the CCR stress test execution of country exercises within agreed timelines. This includes owning the end-to-end process from performing the stress test and presenting the final deck for stakeholders sign-off. Support presentation of the EWST stress results for internal review & challenge and subsequently the Accountable Executive within the agreed timelines for challenge and sign-offs. Manage communication with all internal and external stakeholders like senior management on CCR stress testing related queries. Support in presenting the CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Take a more front ending role in country tests for CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Report, monitor and perform regular and ad-hoc investigation on stress test results and wrong way risk for the Derivatives portfolio. Review, update and maintain EWST and traded risk models/methodologies related to CCR stress testing. E.g. CCP stress test model, stress CVA RWA model and etc. to ensure they are compliant with regulatory and internal audit and governance requirements. Co-ordinate with MTCR (Market and Traded Credit Risk) CCRM (Counterparty Credit Risk Models) and Risk infrastructure team to review stress sensitivities/scenarios and implement stress tests aligned with regulatory requests. Provide input, insight and management to ensure that strategic infrastructure programs will deliver to the CCR business vision. Ensure that any CCR stress testing related policies and procedures, model standards, specifications documents, templates and processes are kept up-to-date. Adhere to the completeness of Operational Risk Control activities and comply with internal audit and governance standards including EUC policy, procedure documentation and etc. Develop internal relationships with the wider Enterprise Risk function, Country Risk Function and externally with the other teams within the Risk function including Traded Risk, Risk Measurement, Risk infrastructure and governance. Deliver a high quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test Ensure compliance with governance related aspects of EST production and delivery.

RETAIL CREDIT : Analyze retail mortgage portfolio (HL/LAP/Inventory funding/Prime/affordable) ICAAP and credit risk stress testing EWS framework for retail portfolio Support in ECL working Preferred Candidate : Experienced with Portfolio Monitoring , Risk Modelling , Stress Testing, Credit Risk Excluding : Credit Underwriting, Audit , Compliance, Wholesale or products other than mortgage Role & responsibilities 1. Model Development & Compliance Contribute to the development and maintenance of IFRS9-based Probability of Default (PD) and Loss Given Default (LGD) models. Support implementation and validation of risk models in alignment with regulatory frameworks. 2. Credit Risk Stress Testing as part of ICAAP Design and execute stress testing models to assess the impact of adverse economic scenarios on banks credit portfolio. Analyse results, identify vulnerabilities, and provide recommendations to senior management for risk mitigation and capital planning 3. Retail Mortgage Policy Review & Analysis Analyse and interpret retail mortgage policies to identify and mitigate credit risks effectively. 4. Portfolio Monitoring & Analysis Conduct regular monitoring of credit portfolios to ensure adherence to risk thresholds and compliance standards. Monitoring by analysing monthly trend of Non-starters (NS), Early mortality, Slippages and Delinquency percentages etc. Perform roll rate analysis and vintage model assessments to evaluate portfolio performance. 5. MIS and Reporting Prepare and maintain comprehensive monthly MIS and reports for internal stakeholders. Develop and present data-driven insights and risk assessments to Senior Management and the Board. 6. Advanced Data Analysis Leverage advanced Excel (including Macros) for data analysis and reporting. Knowledge of Data Science tools and techniques (preferred) for enhanced portfolio insights. Work Days: 6 days working (2nd and 4th Saturday off) No Hybrid or Work from Home

Role & responsibilities Preparation of ALCO note & RMC note, presenting it to seniors Review of working of LCR and NSFR on a regular basis Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement Review and monitoring of counter party limit Review and monitoring of mid-office report Preparation of all required data for Risk Based supervision Review of MCLR and other related reports Review and monitoring of liquidity matrix, Calculation of VaR and MTM Calculation of ICAAP and stress testing Coordinate with Treasury and finance for various work Preferred candidate profile Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP. Good understanding of various regulatory reports of market liquidity risks Good understanding of macro-economic scenario, interest rate curve, market liquidity and its impact Good command of Excel and PowerPoint Advanced analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts Interested candidate may share their resume on adarsh.pandey@utkarsh.bank

Requirement Manager [ 6-8 years of experience Senior Manager [8-10 years of experience] Skill sets Functional: Working knowledge & experience in Risk, Stress testing, Traded risk, Counterparty credit risk, Basel 3.1 etc. Technical: Advance excel, SAS, Python. Should be able to handle, manage & analyse big data-set (data massaging, data transformation etc). Location: Bangalore office. Work from office: Twice a week JD Brief overview The candidate for this position will be part of CCR (Counterparty Credit Risk) stress testing team involved in the execution of enterprise-wide stress tests for CCR work stream and ensure the timely delivery of the stress test results by conducting the CCR stress test, collaborating on methodology definition, maintaining documentation and governance standards. Support the Head, Traded Credit Risk in the Global Counterparty Credit Risk Forum (GCCRF) and on board to the hub team CCR stress testing modules for countries. They will execute stress tests CCR and CCP stress test to meets to meet regulatory requirements and manage all governance related aspects of enterprise-wide stress testing from Execution perspective. Responsible for driving process improvements and best practices automate manual processes for more efficiency and productivity and own quantitative changes and change requests. For Group exercises, execution of CCR runs for stress results, deliver a high-quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test. Involvement in other similar ST requirements issued by the likes of the Hong Kong Monetary Authority (HKMA) or Monetary Authority of Singapore (MAS) Ensure that the stress testing methods employed are compliant with EST procedures and any deviation is properly documented and approved. Ensure compliance with the Operational Risk Framework requirements and that quantitative controls are in place and executed in full. Manage all correspondence via their nominated work stream leads, support functions and stakeholders. Roles and Responsibilities Ensure the CCR stress test execution of EWST exercises (Group ICAAP and BoE stress test) within agreed timelines. This includes owning the end-to-end process from performing the stress test and support presenting the final deck for stakeholders sign-off. Ensure the CCR stress test execution of country exercises within agreed timelines. This includes owning the end-to-end process from performing the stress test and presenting the final deck for stakeholders sign-off. Support presentation of the EWST stress results for internal review & challenge and subsequently the Accountable Executive within the agreed timelines for challenge and sign-offs. Manage communication with all internal and external stakeholders like senior management on CCR stress testing related queries. Support in presenting the CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Take a more front ending role in country tests for CCP (Central Counterparty) and CCR stress results at the working group and committee level for reporting of losses/impairments, CCR RWA, CVA RWA and excess EL. Report, monitor and perform regular and ad-hoc investigation on stress test results and wrong way risk for the Derivatives portfolio. Review, update and maintain EWST and traded risk models/methodologies related to CCR stress testing. E.g. CCP stress test model, stress CVA RWA model and etc. to ensure they are compliant with regulatory and internal audit and governance requirements. Co-ordinate with MTCR (Market and Traded Credit Risk) CCRM (Counterparty Credit Risk Models) and Risk infrastructure team to review stress sensitivities/scenarios and implement stress tests aligned with regulatory requests. Provide input, insight and management to ensure that strategic infrastructure programs will deliver to the CCR business vision. Ensure that any CCR stress testing related policies and procedures, model standards, specifications documents, templates and processes are kept up-to-date. Adhere to the completeness of Operational Risk Control activities and comply with internal audit and governance standards including EUC policy, procedure documentation and etc. Develop internal relationships with the wider Enterprise Risk function, Country Risk Function and externally with the other teams within the Risk function including Traded Risk, Risk Measurement, Risk infrastructure and governance. Deliver a high quality Structured Template Data (STDF) Templates, as per the requirements set out by the Prudential Regulation Authority (PRA) in the Bank of England (BoE) stress test Ensure compliance with governance related aspects of EST production and delivery.