- 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.