ICICI Bank Canada is a wholly-owned subsidiary of ICICI Bank Limited which has its headquarters in Mumbai, India. ICICI Bank Limited is a leading private sector bank in India. The Bank’s consolidated total assets stood at US$182.8 billion as at December 31, 2019.
Established in December 2003, ICICI Bank Canada is a full-service direct bank with an asset base of about C$6.5 billion as at December 31, 2019, and it is a member of the Canada Deposit Insurance Corporation. The Bank offers a wide range of financial solutions to cater to personal, commercial, corporate, investment, treasury and trade requirements.
Job Purpose:
· Enterprise Risk Management
· Model Validation
· Portfolio Analytics & Stress Testing
· Expected Credit Loss Assessment
Area of Responsibility
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 Capital 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 the recommendations
5. Active engagement for program development in projects related to process automation of the Bank’s existing risk functions such as ECL and ICAAP.
6. Actively contribute towards improving process efficiency and accuracy in PD estimation/ECL/ICAAP fields through implementation of programming solutions.
7. Assist in preparing, analyzing automating and maintaining MIS/ portfolio analysis across Risk Management functions
8. Prepare Monthly and Quarterly reporting (including regulatory) to internal and external stakeholders for ECL requirement
9. Actively engage with teams across Risk Management Group (RMG) for implementation of Climate Change related regulatory requirement
10. Other duties as assigned
Functional Skills
-Statistically oriented for model validation and portfolio analytics
-Strong data and analytical skills: dashboard visualization, data handling, portfolio reporting and stress testing
-Experience in analyzing large portfolio level data sets.
-Coding experience preferably in R/SAS/Python is an advantage.
-Working knowledge of various systems & procedures
-Understanding of the statutory and other regulatory requirements in Canada is desired
-Ability to sense and scan external environment to assess the threats and opportunities
-Strong development skills, team work skills, delivery on targets and tasks delivered in a time bound manner
If you require accommodation measures during any phase of the hiring process, please notify us as soon as possible. All information received in relation to accommodation requests will be kept confidential
Job Type: Full-time
Work Location: In perso

Please refer the Job description for details