Team Member - Regulatory Reporting

Aditya Birla Capital; Maharashtra; On-site; INR 900,000 - 1,300,000; Full time

Job summary

Aditya Birla Capital in India seeks a risk professional to strengthen its ICAAP framework. You will lead stress testing across credit, liquidity, IRBB, operational, and strategic risk, and build robust models.

The role requires documenting methodologies, computing key risk metrics, and enabling enterprise risk scoring. You will design and validate VAR models, perform back-testing and sensitivity analyses, and support audit closures for multiple units.

Qualifications

• Experience with ICAAP and risk governance.
• Ability to develop and validate stress testing models.
• Proficient in documenting methodologies and results.

Responsibilities

• Enhance and develop ICAAP, including stress testing across credit, liquidity, IRBB, operational and strategic risk.
• Develop stress testing models in compliance with regulatory guidelines.
• Document ICAAP methodologies and outputs.
• Compute and aggregate risk type metrics to produce an Enterprise Risk score.
• Design, test and maintain VAR models; perform back-testing and sensitivity analysis.
• Prepare VAR model documentation.
• Support audit closures for LC, MM, MEG, and other business units.

Skills

ICAAP knowledge

Stress testing

Risk modeling

Documentation

Back-testing

Audit support

Tools

VAR models

Back-testing

Risk metrics

Job description

• Responsible for enhancing and developing the Internal Capital Adequacy Assessment Process (ICAAP) at ABFL. This involves stress testing of risk in excess of the Pillar 1 requirement including credit risk, liquidity risk, IRBB, operational risk and strategic risk.
• Development of stress testing models in compliance with the regulatory guidelines.
• Documentation
• Responsible for the documentation of ICAAP.
• Computation of various risk types on the basis on key risk metrics.
• Aggregate the various risk types to compute an Enterprise Risk score.
• Build Model and maintain documentation and track necessary deliverables
• VAR:
• Design, develop and test VAR Models.
• Perform Back-testing and sensitivity analysis of VAR model.
• Documentation:
• Prepare and maintain documentation for the VAR model.
• Sensitivity Analysis on various portfolio cuts:
• Perform Sensitivity Analysis on various portfolio cuts.
• Audit Closure:
• Statutory/Internal Audit:
• To support Audit closure for LC, MM, MEG, SEG, SCF, DIG SCF, CMG-Insti, CMG Retail, Digital, Unsecured, Mortgage.