40 Icaap Jobs - Page 2

Oversee and monitor the portfolio of affordable home loans, identifying potential delinquencies, credit risks, and early warning signs of portfolio stress. Analyze regional trends and develop a targeted risk scoring system to categorize and prioritize loan accounts based on risk level. Conduct in-depth analysis of delinquent accounts within the state, understanding borrower circumstances and identifying potential solutions. Collaborate with regional and branch teams to gather additional information and assess risk factors specific to the state market. Report risk trends and portfolio health to national Risk Containment Unit and regional management, providing insightful recommendations for pr...

: 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 est...

I am hiring this profile for one of our Consulting client. This role can operate from multiple locations like Mumbai, Pune, Chennai, Bangalore & Gurgaon. Role Overview We are seeking a Market Risk Manager with deep expertise in Market Risk Analytics, FRTB, Derivatives Pricing, Treasury Analytics, Regulatory Compliance, and Risk Framework Development. The ideal candidate will have prior consulting experience, a strong grasp of client-facing engagements, and the willingness to travel to the Middle East for short- to medium-term projects. This role involves working closely with financial institutions to support market risk-related projects, assist in regulatory compliance (Basel III/IV, FRTB, I...

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 advanceme...

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, ...

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 ...

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 p...

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...

Role & responsibilities 1. Credit Policy maintenance and monitoring keep a track on Policy compliance metrices, highlight potential breaches 2. Keep track on RBI guidelines and ensure timely updation of Credit policy for ensuring compliance 3. Manage Internal Rating Model for Corporate clients; ensure implementation of Facility Risk Rating (FRR) 4. Internal Capital Adequacy Assessment Process (ICAAP) execute ICAAP assessment in line with RBI guidelines 5. Calculate Risk Adjusted Return on Capital Employed (RAROC) for big ticket loans 6. Perform Portfolio monitoring activities for Corporate Finance portfolio 7. Perform Portfolio deep-dive to identify emerging trends; contribute towards improv...

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...

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. Yo...

In this profile you will analyze credit risk using SQL, SAS, Python,Excel,support ICAAP, ECL,&stress testing,build early warning alerts,monitor portfolio performance,work on PD/LGD modeling;deliver monthly/quarterly risk insights& regulatory reports. Required Candidate profile Strong in SQL/SAS/Python, credit risk, ECL, stress testing, and ICAAP. Experience with PD/LGD models, data analytics, and early warning signals. Banking or NBFC background preferred in SME lending

1. ECL Model Development & Monitoring 2. ICAAP Framework & Reporting 3. Risk Modelling & Analytics 4. Regulatory Compliance & Risk Governance 5. Cross-functional Support Knowledge of IND-AS 109, Basel norms, and regulatory frameworks for NBFCs/HFCs.

Experience in ECL (Expected credit Loss) model development Knowledge of ICAAP (Internal Capital Adequacy Assessment Procedure) Validate credit policies and models for accuracy and regulatory compliance Industry-Banking/NBFC/Financial Services only