JD- Bandhan Bank Limited

Job Description: Senior Manager / Assistant Vice President - ICAAP & Prudential Capital Adequacy

Job Title: SM / AVP – ICAAP & Prudential Capital Adequacy

Location: Kolkata
Department: Integrated Risk Management

Reporting To: DVP – Integrated Risk Management

Position Summary:

Lead ICAAP and prudential capital adequacy governance for the Bank, covering Basel III Pillar 1 (minimum capital requirements: CRAR/RWA, Leverage Ratio) and Pillar 2 (Supervisory Review Process, ICAAP, stress testing, RAF alignment). Ensure end-to-end compliance with RBI guidelines by establishing robust methodologies, automation, documentation, and high-quality management reporting to ALCO/RMCB/Board. Champion risk culture, stakeholder engagement and audit-readiness across Capital Risk Assessment, liaising with Finance, Treasury, Credit Risk, Model Risk and compliance teams.

Required Qualifications:

v Experience: 4–6 years in capital adequacy/ ICAAP/ stress testing/ regulatory reporting within banking or financial services; prior exposure to RBI Basel III / Prudential Norms on Capital Adequacy and supervisory reviews.

v Technical: Strong proficiency in Excel; working knowledge of SQL for analysis and automation.

v Regulatory Knowledge: Basel III capital regulations (CRAR/RWA), Leverage Ratio, UFCE, ICAAP/SREP, stress testing and Regulatory Reporting; ability to interpret circulars and translate into implementable processes.

v Methodology & Documentation: Hands-on with policy/SOP drafting, control design, back-testing/ benchmarking, sensitivity analysis and MI reporting.

v Stakeholder & Communication: Excellent written and verbal communication; ability to present complex analyses to senior committees.

v Preferred Certifications: FRM /CFA; master’s in finance or CA.

The core roles and responsibilities:

v Pillar 1 – Capital Adequacy & RWA: Own monthly computation and review of Credit Risk RWA, Market and Operational RWAs; monitor CRAR trends; drive automation and control over data lineage and reconciliations.

v Leverage Ratio: Monthly leverage ratio calculations and disclosures; ensure continuous compliance with minimum thresholds; maintain SOPs.

v UFCE: Periodically review UFCE assessment and its impact on capital; coordinate quarterly certifications and audit requirements.

v Policies & SOPs: Draft, update and sensitize policies/SOPs for RWA computation, UFCE, ICAAP, and stress testing; maintain version control and audit trail.

v Regulatory Returns & Disclosures: Prepare and review regulatory returns related to capital adequacy (RCA 3 and Leverage Ratio) and Board-level disclosures as per timelines.

v ICAAP Documentation: Lead ICAAP preparation and annual Board-approved ICAAP; integrate forward-looking capital planning, material risk assessment, buffers, and contingency actions.

v Stress Testing: Quarterly stress testing across credit/ market/ operational/ liquidity risks; enhance methodologies, scenarios and benchmarking; ensure linkage to capital planning.

v Risk Appetite & RAF Dashboard: Monitor defined capital risk indicators and provide periodic updates, escalate breaches and propose remediation.

v Audit & Review Management: Facilitate Internal/ Statutory/ RBI audits and RBS assessments; manage responses, remediation and closure of findings.

v Data Quality & Governance: Institute data quality checks, source-system controls and reconciliations for RWA/ UFCE/ Stress Testing/ ICAAP; coordinate across stakeholders to prevent defects.

v Stakeholder Engagement: Prepare high-quality notes and presentations for ALCO, RMCB and Board; drive cross-functional collaboration with Treasury, Business, Finance, Compliance and IT.

v Risk Culture & Communication: Contribute to risk newsletters and awareness programs; promote best practices and continuous learning within the team.