Posted By
Posted in
Banking & Finance
Job Code
1410347
- Implementation of Advanced Approaches under Basel II (Internal Model Validation, Reviewing and Improving Documentation/Policies, Computation of IRB estimates such as PD, LGD and EAD)
- Management of the Credit Rating models and Internal Model Framework including rating models and scorecards
- Act as interface between system users, Technology team & vendor, ensure timely identification and resolution of system errors, Comprehensive testing of system enhancements including bug fixing, Improving Data Quality in the systems
- 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.
- Playing critical role in Risk Based Supervision (responses, closing gaps if any)
Functional Skills:
- Knowledge of major Risk Management Guidelines (All critical Master circulars on Risk Management by RBI, Basel-III guidelines and ICAAP)
- Understanding of Stress Testing and RAROC concepts and hands on experience with the same
- Strong proficiency in Excel, Word & Power-point.
- Should be experienced in working with and analyzing large quantities of data
Non-Functional Skills:
- Strong organizational, multitasking and prioritization skills
- Attention to detail and ability to work independently and along with team members
- Ability to work with cross-functional teams
- Strong written and verbal communication skills
- Strong interpersonal and relationship building skills; ability to work effectively with top and senior management, risk and business units.
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Posted By
Posted in
Banking & Finance
Job Code
1410347
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