Team Member - Regulatory Reporting

Role Overview

This position focuses on regulatory reporting and risk-model related work for Aditya Birla Capital. The role is centered on strengthening capital adequacy assessments, developing stress-testing and VAR models, and ensuring documentation and audit support are handled thoroughly and in line with regulatory expectations.

ICAAP and Computation

• Contribute to the enhancement and ongoing development of the Internal Capital Adequacy Assessment Process (ICAAP) for ABFL.
• Carry out stress testing beyond Pillar 1 requirements across credit risk, liquidity risk, interest rate risk in the banking book (IRBB), operational risk, and strategic risk.
• Compute and assess different risk types using key risk metrics.
• Combine risk measures to arrive at an enterprise risk score.
• Build and maintain the model, along with the associated deliverables and tracking documentation.

Model Development and Documentation

• Develop stress-testing models in line with applicable regulatory guidelines.
• Prepare and maintain ICAAP documentation.
• Design, develop, and test Value at Risk (VAR) models.
• Complete back-testing and sensitivity analysis for VAR models.
• Carry out sensitivity analysis across different portfolio segments.
• Maintain documentation for all model development and validation activities.

Audit Closure Support

• Assist with closure of statutory and internal audits for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, and Mortgage.
• Support RBI audit-related closure activities.

Additional Information

No stipend or salary details were provided in the source. No opening count, work duration, joining date, or application deadline was specified.