The Capital Adequacy and Risk-Weighted Assets (RWA) Computation vertical. The role has end-to-end accountability for regulatory capital computation (CET1, Tier 1 and Tier 2), Basel III-compliant RWA calculations, capital adequacy measurement and reporting, regulatory interpretation, methodological assessment, process governance, and control enhancement, ensuring accurate, consistent, and timely submission of all capital-related regulatory returns.

The role also provides support for capital-related audits, regulatory inspections, ICAAP inputs (non-analytical), methodology validation, and change management initiatives.

Key Responsibilities

1. CRAR and Basel III Capital Computation

- Lead the calculation, validation, and review of CRAR, CET1, Tier 1, Tier 2 capital and related regulatory ratios.

- Ensure correct application of capital deductions, regulatory adjustments, capital buffers, and prudential filters.

- Review capital computation schedules and confirm compliance with Basel III requirements and applicable RBI Master Directions / Guidelines.

2. RWA Computation and Methodology Governance

- Oversee Credit Risk and Operational Risk RWA calculations under the standardized approaches.

- Review exposure categorization, risk weight application, credit risk mitigation eligibility, and collateral recognition.

- Validate RWA methodologies to ensure alignment with RBI Basel norms and internal governance frameworks.

- Coordinate with Credit, Market, and Operational Risk teams on methodology updates and implementation.

3. Regulatory Reporting and Disclosures

- Lead the preparation and review of:

- Basel III regulatory returns

- Capital Adequacy (CRAR) submissions

- RBI / RBS supervisory filings

- Pillar 3 disclosures

- Ensure completeness, accuracy, traceability, and audit-readiness of all reported figures.

4. Regulatory Interpretation and Change Management

- Interpret new and revised RBI / Basel regulations and evaluate their impact on capital and RWA computations.

- Translate regulatory changes into implementation actions and ensure timely organization-wide adoption.

- Act as the subject matter expert for capital adequacy during RBI inspections and supervisory reviews.

5. Process Governance, Controls, and Frameworks

- Develop and maintain SOPs, process documentation, validation frameworks, and quality assurance controls.

- Strengthen maker-checker controls, reconciliations, exception handling, and documentation standards.

- Perform independent reviews of capital submissions and drive remediation of identified gaps.

6. ICAAP and Capital Planning Support (Non-Analytical)

- Contribute to the ICAAP framework through methodological inputs, regulatory interpretations, and capital adequacy assessments.

- Support scenario-based RWA interpretation and capital adequacy evaluation (without performing analytics).

Core Expertise Requirements:

- Capital Adequacy and CRAR computation

- Basel III regulatory reporting

- RWA methodologies and regulatory capital frameworks

- Cross-functional risk and regulatory coordination

- Prior banking experience in capital adequacy and regulatory reporting is mandatory.