Apply in 3 Minutes Enterprise Risk Manager

3 weeks ago


Mumbai, India V Konnect Full time

Job Description Role & Responsibilities - Preparing and maintaining various policies of the Bank such as Enterprise Risk, ICAAP etc - Compute Expected Credit Loss (ECL) under IndAS framework. This will involve developing framework for Staging of assets, estimation of forward looking PDs, computation of Lifetime ECL, incorporation of macro-economic variables etc. - Designing and preparing risk reporting MIS and dashboards - Conducting Stress Testing as well as preparing and analysing RAROC estimates - Preparing ICAAP and thereafter tracking quarterly performance basis key indicators as per risk appetite, handling of Pillar II Risks under Basel (including experience in quantifying these risks)



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