Role Purpose - Global Analytics Centre (GAC) provides analytics support to various group businesses and functions. Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring and reporting, information management and business intelligence. The deliverables form the basis for strategic planning by the senior management for businesses and enables effective decision making to satisfy business needs and requirements along with addressing unforeseen challenges. GAC Global Risk Analytics (GAC GRA) department within GAC is a dedicated service delivery wing serving Global Risk Analytics function across Group and regions. The team primarily provides analytical support in:- - Model development - Model validation and management - Portfolio (including stress testing and IFRS9) and decisioning analytics - Economic capital quantification - Policy and model risk governance - Financial crime compliance risk - Regulatory compliance analytics This role within the Business Consulting job family will be responsible for supporting GRA policy and governance unit in the following capacities: - Overall model and analytics governance for GRA - Compliance of regulatory risk models with respect to global and regulatory standards - Facilitating regulatory submissions - Understanding the regulatory technical standards and interpreting the same for analysing the impact on wholesale credit and traded risk models - Policy impact analysis and conducting research on upcoming regulatory commitments and consultative papers published by regulators and industry (banking and finance) bodies globally like BBA, GARP, EBA etc. - The jobholder will be located in GAC GRA in Kolkata, India. - Knowledge & Experience / Qualifications - Qualifications - MBA with focus in Finance & Risk Management OR - Masters degree in a relevant numerical discipline - Professional financial risk certification (eg. FRM) will be beneficial Experience - 3+ years of relevant professional experience in a bank, financial institute or consulting firm in a risk management domain - Prior exposure to Basel regulatory framework and capital rules in wholesale credit risk and (or) counterparty credit risk in trading book or market risk domain - Deep understanding of regulatory policy and implications and relevance - Strong oral and written skills is a must - Ability to maintain effective client/peer relationships - Skills - Willingness to learn new skills and to enhance knowledge of global regulatory requirements, systems, model risk governance and other issues related to the job - Ability to apply business knowledge to new situations and able to approach situations both globally and specific to an area - Excellent written and verbal communication skills - Strong collaborative, influencing skills - Excellent summarization and presentation skills - Highly focused on project delivery, well organized, detail oriented - Ability to deal in a multi-stakeholder relationship in a complex environment - Able to progress multiple tasks at the same time - Enthusiastic, displaying energy, drive and stamina - Open personality and effective communication skills, ability and flexibility to work in a cross-border team, pragmatic - Ability to write clear and understandable documents and collate information in a way amenable to regulatory scrutiny - Willing to work with colleagues in other areas/timezones where appropriate - Estimation of Capital Charge / Risk weighted Asset for Credit Risk through both Standardized Approach and Internal Rating based Approach (IRB). Estimation of Probability of Default (PD) to arrive at capital charge for Credit Risk under FIRB. Have worked on estimation of LGD also. - Involved in Basel III roll-out for the Bank, Preparation & Submission of DSB return (RCA 3) to RBI. - Involved in PD and LGD estimation for different rating models under basel framework. - Formulation of Internal Capital Adequacy Assessment Process (ICAAP). Examining materiality of Pillar 2 risks and ascertaining sufficiency of capital. Development of Score Card for Pillar 2 risks like Credit Concentration Risk, Reputational Risk etc. Carrying out Stress Testing based on Sensitivity / Scenarios analysis. - Experience in Core Banking Solution and is conversant with most operational aspects of routine banking.

Bangalore

Manager/Lead Manager - Policy & Governance - Basel/TRIM/ECB/PRA Regulators 

Manager/Lead Manager - Policy & Governance - Basel/TRIM/ECB/PRA Regulators  ,Job Description for Manager/Lead Manager - Policy & Governance - Basel/TRIM/ECB/PRA Regulators  in Black Turtle in  Bangalore for (6-10) years of experience. Apply Now!

Job Description for Manager/Lead Manager - Policy & Governance - Basel/TRIM/ECB/PRA Regulators  in Black Turtle in  Bangalore for (6-10) years of experience. Apply Now!