3 Days Left Dvp Risk

3 weeks ago


Mumbai, Maharashtra, India TATA CAPITAL Full time

Job Purpose Seeking an accomplished and experience personnel in risk management to drive credit risk modelling regulatory compliance portfolio analytics and enterprise risk strategy for our NBFC The ideal candidate to bring relevant experience in financial risk and offers deep expertise with Basel II III IFRS9 ICAAP and credit analytics with exposure across Indian markets and in adherence to the regulatory requirements Main Accountabilities Develop maintain and manage all ECL models in compliance with IFRS 9 standards Oversee the review and enhancement of risk management frameworks Basel norms IFRS9 ICAAP ERM Ensure regulatory compliance with RBI and global standards-supporting audits regulatory filings stress testing capital planning and risk appetite statements Collaborate liaise with other departments to gather necessary data and insights for forecasting Engage directly with external stakeholders auditors consultants regulators on ECL audits Oversee the implementation of ECL model and documentation of parameters used with adequate rationale along with Data Science team Prepare and present detailed reports on loss forecasts to senior management and stakeholders Stay updated with industry best practices regulatory changes and advancements in loss forecasting Qualifications Preferably Chartered Accountant or FRM



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