Risk Analytics Role - Capital Management Team - Bank

Risk: Risk Analytics

About the Role

Capital Management team within Risk Analytics is responsible for the Capital Computation, reporting and optimization for the Bank. The team is also responsible for handling the inputs for capital computation and maintaining adherence to Basel guidelines. The role also includes working on RAROC Framework review and implementation as well as educating users on the RAROC framework and responding to doubts / queries.

Key Responsibilities

KRAs would include the following,

- Publishing risk weighted assets numbers accurately and in a timely manner in line with Basel III guidelines

- Publishing portfolio and customer RAROC in a timely manner

- Publishing insightful reports on portfolio and customer capital efficiency

- Publish portfolio optimisation strategies

- Handling RAROC/Capital related queries and audit

Qualifications

Optimal qualification for success on the job is:

- Post graduate/BE/B.tech. with relevant experience

- 4-6 years of work experience

- FRM/Relevant Banking related certifications preferred

Role Proficiencies:

- Sound knowledge on Basel 3 as well as emerging regulations

- Should have good working knowledge of data mining tools such as SQL, SAS, Tableau, Python

- Should have strong analytical & problem solving skill

- Hands on experience in Basel 3 implementation in OFSAAI is preferred

- Should have good communication, presentation and inter-personal skills

- Should have high level of motivation and be a fast learner