Dvp Risk Ecl And Model Validation Risk Mumbai Lower Parel Sm

Year    Mumbai, Maharashtra, India

Job Description

:
Job Purpose: Seeking an accomplished and experience personnel in risk management to drive credit risk modelling, regulatory compliance, portfolio analytics, and enterprise risk strategy for our NBFC. The ideal candidate to bring relevant experience in financial risk and offers deep expertise with Basel II/III, IFRS9, ICAAP, and credit analytics, with exposure across Indian markets and in adherence to the regulatory requirements.
Main Accountabilities:

  • Develop, maintain and manage all ECL models in compliance with IFRS 9 standards.
Oversee the review and enhancement of risk management frameworks (Basel norms, IFRS9, ICAAP, ERM).
  • Ensure regulatory compliance with RBI and global standards-supporting audits, regulatory filings, stress testing, capital planning, and risk appetite statements.
  • Collaborate/liaise with other departments to gather necessary data and insights for forecasting.
  • Engage directly with external stakeholders (auditors, consultants, regulators) on ECL audits.
  • Oversee the implementation of ECL model and documentation of parameters used with adequate rationale along with Data Science team.
  • Prepare and present detailed reports on loss forecasts to senior management and stakeholders.
  • Stay updated with industry best practices, regulatory changes, and advancements in loss forecasting
Qualifications:
  • Preferably Chartered Accountant or FRM.

Skills Required

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Job Detail

  • Job Id
    JD4188797
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Mumbai, Maharashtra, India
  • Education
    Not mentioned
  • Experience
    Year