52 Icaap Jobs

Role Overview: As a Senior Manager at Standard Chartered Bank, you will be responsible for the maintenance, execution, and enhancement of a suite of Central & Others excluding Treasury models. Your role will involve various stress testing exercises, including Bank-of-England (BOE), Internal Capital Adequacy Assessment Process (ICAAP), Management Stress Test (MST), and RPST for the Group. You will play a key role in executing stress test models and driving improvements in stress testing computations to ensure compliance with regulatory requirements. Key Responsibilities: - Help to ensure appropriate business as usual (BAU) controls are established and deployed effectively in Global Business S...

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 Company's (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)...

Role Overview: As a Model Validation Analyst at Deutsche Bank in Mumbai, India, your role will involve managing model risk globally by performing independent model validation, identifying and mitigating model risks proactively, designing model risk metrics, and supporting the implementation of a strong model risk management and governance framework. You will be responsible for validation applicable to the estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across various business units and risk types. Key Responsibilities: - Validate Stress testing models used within the larger CCAR PPNR umbrella for DB USA, understanding different aspects of the bank's business in C...

As an employee at EY, you will be part of a globally connected powerhouse of diverse teams that will help you shape your future with confidence. The company is dedicated to building a better working world and offers you the opportunity to work on projects at market-leading banks in various regions, including Baltics, Nordics, Central Europe, and Central Asia. You will engage in direct communication with top management of banks, actively participate in problem-solving, develop new solutions, and utilize your data and technical skills. **Key Responsibilities:** - Develop, document, implement, and validate analytical tools and models for managing financial risk in decision-making and regulatory...

As an experienced Internal Auditor for Market Risk & Treasury audits, your role will involve conducting audits, evaluating risks, and ensuring regulatory and procedural compliance within the Bank's Treasury dealing room, market risk, and operations in Mumbai. Key Responsibilities: - Conduct internal audits of Domestic Rupee Money market, Forex, and Derivatives - Review existing systems, processes, and controls for efficiency - Handle market risk related audits including SLS, IRS, LCR, NSFR, IDL, NOOP, NDTL, MCLR, ICAAP, and capital adequacy for market risk, credit risk, and operational risk - Perform spot audits of dealing room, NPI/NPA review, treasury expenses, vendor expenses, and GL acco...

ICAAP and ILAAP Senior Consultant FS Risk Consulting - MENA About the job At EY, youll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And were counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. I CAAP & ILAAP Senior Consultant, FS Risk Consulting - MENA Job Summary We are looking for an experienced regulatory policy consultant to assist Banks in Middle East in refining and formalizing its supervisory expectations for the Internal Capital Adequacy Assessment Proc...

Analyst, MoRM (DIPL) Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Analyst, MoRM (DIPL) Location: Mumbai, India Role Description Model Risk Management's 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. Supporting the design of Model Risk metrics. Implementing a strong Model Risk Management and governance framework. Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation...

Key Responsibilities Timely execution of assigned audit activities. Preparation of accurate reports adhering to timelines. Training and supervising the Internal audit staff. Focus on material aspect during functional/process audit. Liaising with all relevant stakeholders and maintain good working relationship. To identify automation opportunities for internal audit function. Process audit of ECL, EIR, ICAAP, ORM will be preferred.

Industry: Housing finance/Banking/NBFC/Financial Services only. Must have at least 3 yrs experience in Liquidity Risk, ECL model, ICAAP, Market Risk, Stress Testing. Qualification: CA or MBA Finance. Working Days: 5 days.

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleModel Validation Analyst - NCT 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; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to th...

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title - Senior Analyst, MoRM (DIPL), NCT 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; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicab...

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleMoRM (DIPL), AVP Corporate TitleAVP 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 portf...

The Senior Analyst position at Deutsche Bank in Mumbai, India, falls within the Model Risk Management team, focusing on managing model risk globally in accordance with the bank's risk appetite. The key responsibilities of this role include performing independent model validation, early identification and mitigation of Model Risks, supporting the design of Model Risk metrics, and implementing a strong Model Risk Management and governance framework. This role encompasses validation applicable to various estimation approaches within the Deutsche Bank Combined US Operations (CUSO) across different business units and risk types. Your core responsibility as a Senior Analyst will be to validate Str...

Industry: Housing finance/Banking/NBFC/Financial Services only. Must have at least 3 yrs experience in Liquidity Risk, ECL model, ICAAP, Market Risk, Stress Testing. Qualification: CA or MBA Finance. Working Days: 5 days.

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. Your key responsibi...

MoRM Americas Model Validation Specialist - Associate Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: MoRM Americas Model Validation Specialist - Associate Location: Mumbai, India Role Description Model Risk Management's 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 po...

The Senior Manager will be responsible for maintenance, execution, and enhancement of a suite of Central & Others excluding Treasury models like Opex, Tax, Other Banking, OR RWA, Leverage, Bank Levy, and more. The Enterprise stress testing involves stress tests required by the Group, regions, country, risk management teams, and senior stakeholders to inform Risk Appetite and meet regulatory requirements. The role entails executing the Banks stress test exercises internally and externally, ensuring compliance, and setting and running the production schedule for stress testing. The successful candidate will play a crucial role in executing stress test models related to the Central & Others fun...

Acies is looking for Principal / Subject Matter Expert - ERM, ICAAP and Model Risk Management to join our dynamic team and embark on a rewarding career journey Responsibilities include planning, coordinating tasks, collaborating with cross-functional teams, and delivering results on time The position demands attention to detail, adherence to compliance standards, effective communication, and proactive problem-solving Additionally, the role involves maintaining records, analyzing data, reporting insights, and driving continuous improvement initiatives Candidates must contribute to knowledge sharing, mentorship, and support organizational goals with dedication and accountability

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; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. 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 ri...

As an integral part of Mitsubishi UFJ Financial Group (MUFG), you will have the opportunity to contribute significantly to our mission of making a positive impact on clients, organizations, and communities worldwide. With a workforce of 120,000 colleagues, we are dedicated to upholding our core values of fostering long-term relationships, serving society, and promoting sustainable growth for a better future. At MUFG, we prioritize people and innovation, aiming to be the most trusted financial group globally. We encourage diversity of thought, prioritize collaboration, and invest in resources that empower individuals to shape their careers. Join us at MUFG, where inspiration is the norm, and ...

As a member of our Consulting team in Mumbai, India, you will utilize your experience and expertise to contribute to our projects and initiatives. Your role will involve working on various aspects of Risk Consulting, including ALM, IRRBB, liquidity risk, market risk, ICAAP, ERM, and model risk management. If you are an experienced professional with a strong background in these areas, we encourage you to apply now and be a part of our dynamic team. Your contributions will help us provide top-notch consulting services to our clients. Join us and take the next step in your career by leveraging your skills and knowledge in risk management to make a positive impact. Your dedication and expertise ...

Formulation of Credit Policy for assigned products Review amendment proposal to credit policies Monitor effective implementation of credit policies Review and Analysis of historical loan data to understand the pattern from delinquency 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 Customer, vendor, competition visits & Market analysis 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 P...

About The Role : In Scope of Position based Promotions (INTERNAL only) Job TitleSenior Analyst, 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; Supporting the design of Model Risk metrics; Implementing a strong Model Risk Management and governance framework; Supporting bank-wide Model Risk-related policies and practices. This role spans all aspects of validation applicable to the p...

The Model Validation Senior Specialist role at Deutsche Bank, based in Mumbai, India, falls under the Model Risk Management department. The primary objective is to manage model risk globally by conducting independent model validation, identifying and mitigating model risks, and supporting the overall model risk management framework. This position focuses on validating stress testing models for the CCAR PPNR umbrella within DB USA, necessitating an understanding of various business segments such as Corporate Banking, Private Banking, and Investment Banking. The incumbent will be responsible for tasks including model performance testing, scenario analysis, and developing challenger models. Aut...

Position Summary We are seeking a highly skilled and experienced Chartered Accountant with 712 years of proven expertise to join our Finance team. The ideal candidate will bring a strong foundation in financial reporting, accounting, taxation, and MIS , along with leadership capabilities to mentor junior team members and ensure regulatory compliance. This strategic role is crucial in supporting business decision-making through accurate financial insights and robust internal controls. Key Responsibilities 1. Financial Reporting & Compliance Prepare and review monthly, quarterly, and annual financial statements in line with IND AS and statutory requirements. Manage the financial close process ...