Associate - Economic Capital/Credit/Model Risk Methodology - BFSI

Credit Risk Methodology/Model Risk Methodology/Economic Capital

Job Description :

- Owning the Credit Risk Economic Capital (CR EC) and Alpha models from a model governance perspective

- Coordinating capital planning for Credit Risk Risk-weighted Assets (CR RWA) and EC

- Managing the impact on CR RWA from Basel IV and other changes in the regulatory environment

- Coordination of capital planning between CRM, Global Strategic Analytics Risk Methodology, Treasury, and Finance, and ensuring planning artefacts are correctly represented