The responsibility of the role is to manage end-to-end ECL computation, Reporting, Analytics and Disclosures under IFRS 9, as per extant guidelines.
Roles & Responsibilities:
· Data Analysis: - Collect, clean, and analyze data related to retail banking portfolios to ensure compliance with IFRS9 standards.
· Risk Modeling: - Assist in building, validating, and implementing IFRS 9 ECL models for retail portfolios and UAT on a periodical basis.
· IFRS9 Compliance: - Participate in the assessment of credit risk and expected credit loss (ECL) calculations to ensure compliance with IFRS9 standards.
· Provide IFRS 9 related analytics, MIS, projections, presentation etc.
· Report Generation: - Prepare reports and dashboards summarizing portfolio metrics, ECL, and other relevant analytics.
· Documentation: - Maintain accurate records and documentation of IFRS9 compliance processes and methodologies.
· Ad Hoc Analysis:
- Perform ad hoc data analysis and research to support portfolio & model risk management initiatives.
· Functional assistance to the Retail PAU team; Decision analytics - NCL, roll rates, slippage, vintage, rural business analytics.
Secondary Responsibilities:
· Portfolio Report.
· Internal RAF Compliances
· Ensuring Review of Bank wide policies for RMC, Policy / Manual review; making amendments based on 6. senior management discussions and RBI requirements/circulars; Notes
· RBS - DCT reporting including data gathering and variance analysis.
· Ad hoc RBI / Internal Audit / Statutory Audits / Queries
· Annual RBI Indent Requirements.
· Key data source identification and access (SFDC, IDP, original bank source DB)
Managerial and Leadership Responsibilities:
Attract best talent in the team and manage attrition. Leads the team in spreading awareness amongst business teams regarding regulatory requirements / changes. Training and cross functional knowledge sessions.