Roles and Responsibilities 1. Responsible for measuring and analyzing Credit Risk Weighted Assets (RWA) for “Corporate” exposures under applicable approaches of the Basel III Master Circular (Pillar I).
2. Responsible for measuringand analyzing Pillar II risks as defined in the Basel III Master Circular. Responsible for running and improving processes such as ICAAP, Stress Testing and Risk Appetite Setting.
3. Responsible for documenting relevant methodologies, processes, policies and work instructions used for measurement and reporting of Pillar I and Pillar II risks.
4. Responsible for regulatory and internal reporting of Pillar I 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.
5. Driving automation for measuring and reporting of Pillar I and Pillar II risks.
6. Risk Analytics – Analyse and derive insights from the reported data for sharing with Risk,...