Asst. Manager, Enterprise Risk

4 days ago


North York, Canada ICICI Bank Ltd Full time

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.

2. Actively engage in implementation of Internal capitol adequacy management process(ICAAP)

3. Perform periodic model validation in line with Bank's Model governance framework.

4.Present Results of stress testing and Model Validations in the stress testing forum and engage in implementation of he recommendations

5. Perform periodic portfolio level analytics for the bank's retails/mortgage business including review activity in line with Audit Requirements.

6.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.

7. Keep abreast of regulatory policies and Requirement in Canada. Work with relevant stakeholders to create and update policies in line with Regulatory requirements.

8. Condut Review of all relevant Risk Management policies on an annual basis in line with Corporate governance requirements.

9. Assist in preparing/ analyzing and maintaining MIS/ portfolio analysis across Risk Management Functions.

10. Prepare Monthly and quarterly reporting (Including Regulatory) to internal and External stakeholders for various portfolio positions

10. Prepare Monthly and quarterly reporting (Including Regulatory) to internal and External stakeholders for various portfolio positions.

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

12. Other duties as assigned.

**Benefits**:

- Dental care
- Extended health care
- Paid time off
- RRSP match
- Vision care

Flexible Language Requirement:

- French not required

Schedule:

- 8 hour shift

Supplemental pay types:

- Bonus pay
- Overtime pay

Ability to commute/relocate:

- North York, ON: reliably commute or plan to relocate before starting work (required)

**Education**:

- Bachelor's Degree (preferred)

Work Location: One location



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