Team Member - Enterprise Risk (ERM) - Leading Bank

Role & Responsibilities

• Prepare and maintain key risk policies of the Bank including Enterprise Risk Policy, ICAAP, and related frameworks.
• Compute Expected Credit Loss (ECL) under the IndAS framework : includes staging of assets, estimation of forward-looking PDs, computation of lifetime ECL, and incorporation of macroeconomic variables.
• Design and prepare risk reporting MIS and dashboards to aid senior management and regulatory oversight.
• Conduct stress testing scenarios and prepare / analyze RAROC (Risk-Adjusted Return on Capital) estimates.
• Prepare ICAAP and track quarterly performance indicators in line with the Bank's risk appetite framework.
• Manage Pillar II risks under Basel guidelines, including quantification and impact assessment.

Skills Required

Risk Management, Policy Drafting, Enterprise Risk