Enterprise Risk Manager - Bank

Role & Responsibilities

• Preparing and maintaining various policies of the Bank such as Enterprise Risk, ICAAP etc
• 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.
• Designing and preparing risk reporting MIS and dashboards
• Conducting Stress Testing as well as preparing and analysing RAROC estimates
• Preparing ICAAP and thereafter tracking quarterly performance basis key indicators as per risk appetite, handling of Pillar II Risks under Basel (including experience in quantifying these risks)