EY Risk Consulting - Senior FSRM- ICAAP-ILAAP 

India, Kerala, Thiruvananthapuram 

193007038

About the job

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Key Responsibilities:

• Capital Assessment and Framework Refinement
• Review and benchmark ICAAP supervisory expectations against Basel III and global best practices
• Analyze capital adequacy data from Quantitative Impact Study (QIS) and ICAAP submissions to identify risk management strengths and weaknesses
• Recommend improvements to capital planning, stress testing, and ICAAP methodology
• Draft supervisory guidance and supporting policy documents.
• Liquidity Risk Evaluation and Supervisory Enhancement
• Examine liquidity risk management within ILAAP submissions, including stress testing and contingency planning
• Evaluate liquidity data and resilience under stressed conditions
• Assist in drafting supervisory expectations focusing on liquidity, governance and monitoring
• Financial product knowledge and familiarity with liquidity concepts including metrics such as LCR, NSFR and Internal Liquidity Stress Testing (ILST)
• Suggest refinements to liquidity frameworks consistent with Basel standards.
• Engagement and Implementation Support
• Partner with Banks and Financial Institutions in the Middle East to align supervisory practices across ICAAP and ILAAP
• Facilitate dialogue and integrate stakeholder feedback into guideline development
• Track regulatory developments

Required Qualifications:

• Bachelor’s or master’s degree in finance, Economics, Risk Management, or related field
• 3-7+ years of experience in prudential supervision, regulatory policy, or risk management, ideally within central banks or regulatory authorities
• Deep understanding of Basel III ICAAP and ILAAP frameworks
• Experience with QIS data analysis and regulatory submissions
• Strong analytical, communication, and stakeholder engagement abilities.

Preferred Qualifications:

• Familiarity with Middle East or GCC banking regulatory environment is a plus
• Experience in drafting prudential guidelines
• Knowledge of liquidity risk management and stress testing techniques.

Additional Information:

• Willingness to travel to Middle East locations and work on-site for extended periods
• The job locations will be in Kochi and Trivandrum, Kerala. We offer a flexible working environment.