Manager, Credit Capital Quantification & Analytics MY
Tasks
- Advise on data for DDS and DMU risk weighted asset computation
- Advise on functional and business rules
- Analyze month to month credit RWA movements
- Assess risk management controls with auditors and regulators
- Configure and maintain Risk Weighted Asset calculator
- Develop and deploy RAROC calculator
- Explain queries on credit risk weighted asset
- Monitor IRB coverage ratio threshold
- Provide inputs on credit portfolios for IRB migration
- Re engineer processes for Pillar I and Pillar III
- Support RWA optimization initiatives with Finance and business units
- Support regulatory reporting for Basel II
Perks/Benefits
- N/A
Skills/Tech-stack
Basel II | Capital adequacy | Credit Risk | Data Management | IRB | Pillar I | Pillar III | RAROC | Risk Modeling | Risk Weighted Assets
Education
N/A
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