Hiring for ICAAP for Pune Location

Oslo - Norway

Monthly Salary: Not Disclosed

Posted on: 9 hours ago

Vacancies: 1 Vacancy

Job Summary

Key Responsibilities

1. Lead and support ICAAP framework design enhancement and documentation in line with RBI / Basel III requirements.

2. Perform capital adequacy assessments across Pillar I Pillar II and Pillar III risks.

3. Design and execute stress testing and scenario analysis including macro-economic and idiosyncratic stress scenarios.

4. Assess material risks (Credit Market Operational Liquidity IRRBB Concentration Risk Model Risk etc.) and quantify capital impacts.

5. Develop and review capital planning models risk appetite statements and capital buffers.

6. Support regulatory inspections audits and supervisory interactions including RBI queries and submissions.

7. Collaborate with Risk Finance Treasury and Business teams to ensure alignment between business strategy and capital planning.

8. Review and challenge assumptions methodologies and management overlays used in ICAAP.

9. Contribute to Board-level and senior management presentations translating complex analytics into executive insights.

Required Skills & Qualifications

1. Strong hands-on experience in ICAAP / Capital Adequacy / Basel III implementation.

2. Solid understanding of RBI regulations supervisory expectations and risk management best practices.

3. Experience with stress testing frameworks scenario design and sensitivity analysis.

4. Working knowledge of credit risk market risk operational risk and liquidity risk methodologies.

5. Strong analytical skills with exposure to financial modeling risk quantification and data analysis.

6. Ability to operate in a consultative client-facing role with strong communication and stakeholder management skills.

Preferred Qualifications

1. BE(IT)/CA / CFA / FRM / MBA (Finance / Risk) or equivalent professional qualification.

2. Experience with banks NBFCs or financial services consulting firms.

3. Exposure to risk systems regulatory reporting platforms or analytics tools (e.g. SAS SQL Python Excel Power BI).

4. Prior experience supporting RBI inspections or internal model validation is a strong advantage.

Key Responsibilities1. Lead and support ICAAP framework design enhancement and documentation in line with RBI / Basel III requirements. 2. Perform capital adequacy assessments across Pillar I Pillar II and Pillar III risks. 3. Design and execute stress testing and scenario analysis including macro-e...