Asst. Manager, Enterprise Risk - North York, Canada - ICICI Bank Ltd

ICICI Bank Ltd

Verified Company

North York, Canada

3 weeks ago

Posted by:

Sophia Lee

beBee Recruiter

Description

1. Conduct Monthly expected Credit Loss (ECL) Calculation for the bank, Including related analysis and reporting. Work Towards maintaining updated ECL calculation models based on latest data/methodology/ regulatory guidance.

Actively engage in implementation of Internal capitol adequacy management process(ICAAP)
Perform periodic model validation in line with Bank's Model governance framework.
Present Results of stress testing and Model Validations in the stress testing forum and engage in implementation of he recommendations
Perform periodic portfolio level analytics for the bank's retails/mortgage business including review activity in line with Audit Requirements.
Active engagement as key resource for program development in projects related to process automation of the bank's Existing risk Functions such as ECL and ICAAP.
Keep abreast of regulatory policies and Requirement in Canada. Work with relevant stakeholders to create and update policies in line with Regulatory requirements.
Condut Review of all relevant Risk Management policies on an annual basis in line with Corporate governance requirements.
Assist in preparing/ analyzing and maintaining MIS/ portfolio analysis across Risk Management Functions.
Prepare Monthly and quarterly reporting (Including Regulatory) to internal and External stakeholders for various portfolio positions
Prepare Monthly and quarterly reporting (Including Regulatory) to internal and External stakeholders for various portfolio positions

Actively engage with teams across Risk Managements Group (RMG) to prepare presentations for Senior Management, Board & Regulators
Other duties as assigned.

Benefits: