04 Aug
|
Acura Solution
|
Mumbai
04 Aug
Acura Solution
Mumbai
Job Description:
Responsible for measuring and analyzing Credit Risk Weighted Assets (RWA)
for “Corporate” exposures under applicable approaches of the Basel III
Master Circular (Pillar I).
Responsible for running, documenting, analyzing and improving Stress
Testing.
Work singly or as part of a team for measuring and analyzing Pillar II risks as
defined in the Basel III Master Circular.
Work singly or as part of a team responsible for running and improving
processes such as ICAAP and Risk Appetite Setting.
Responsible for documenting relevant methodologies, processes, policies
and work instructions used for measurement and reporting of Pillar I (Credit
Risk) and Pillar II risks.
Responsible for regulatory and internal reporting of Pillar I (Credit Risk) and
Pillar II risks on a periodic and adhoc basis. This includes submission of Notes
and updates to the Board or other senior management committees.
Driving automation for measuring and reporting of Pillar I (Credit Risk) and
Pillar II risks.
Risk Analytics – Analyse and derive insights from the reported data for
sharing with Risk, Credit and Business teams.
Ensure reliability, integrity and consistency of reported and underlying data.
📌 Credit Risk Manager Mumbai
🏢 Acura Solution
📍 Mumbai