JOB DESCRIPTION 

 1. Analytics & Model Risk

• Develop and maintain risk models like credit risk, ALM, and behavioral models.
• Ensure compliance with RBI and regulatory guidelines.
• Perform model validation and stress testing.
• Conduct statistical analysis for risk evaluation.
• Prepare validation reports and documentation.
• Work with departments for model development and improvements.

 2. Asset Liability Management (ALM)

• Manage liquidity, interest rate, and currency risks.
• Review deposit and lending interest rates.
• Ensure RBI regulatory reporting.
• Implement ILAAP framework.
• Provide insights on liquidity strategies.
• Monitor IRRBB and risk exposure.

 3. Digital Risk Management

• Identify and assess IT and cyber risks.
• Implement risk control frameworks.
• Manage Business Continuity & Disaster Recovery plans.
• Ensure compliance with IT risk regulations.
• Conduct risk assessment of digital platforms.
• Monitor third-party API and data risks.

 4. Enterprise Risk Management

• Develop Enterprise Risk Management (ERM) framework.
• Identify and mitigate organizational risks.
• Monitor overall risk profile.
• Conduct stress testing and risk assessment.
• Implement ICAAP, ECL, and Basel III frameworks.
• Analyze climate-related financial risks.

 5. Market Risk

• Monitor investment portfolio risks.
• Calculate capital charges and risk limits.
• Develop forex risk strategies.
• Analyze yield curves and market trends.
• Conduct portfolio risk analysis.
• Perform stress testing and VaR analysis.