Credit Risk BA

Tekskills Inc.; Bengaluru; On-site; INR 900,000 - 1,800,000; Full time

Job summary

Tekskills Inc. in Bengaluru seeks a Risk Analyst Counterparty Credit Risk to assess, monitor, and report on counterparty risk across trading activities.

You will work with traders and risk managers to ensure risk is measured in line with regulatory requirements and internal risk appetite. The role involves evaluating credit metrics, applying SA-CCR/PFE methodologies, and contributing to risk reporting and regulatory capital calculations.

Qualifications

• Assessing, monitoring and reporting on counterparty credit risk across trading activities.
• Evaluate counterparty financials, ratings and market behavior to risk.
• Prepare risk reports for stakeholders and regulators.

Responsibilities

• Analyze and monitor CCR exposure for derivatives, SFTs and related trading activities.
• Apply SA-CCR and PFE to quantify risk and inform risk limits.
• Assess default risk through financials, ratings and market dynamics.
• Conduct stress testing and scenario analyses for potential impacts.
• Support pre-trade risk analysis and new transaction assessments.
• Ensure compliance with Basel III/IV and related regulations.

Skills

Counterparty Risk

SA-CCR

PFE

Stress Testing

Regulatory Reporting

Basel III/IV

Job description

Role & responsibilities

JD -

The Risk Analyst Counterparty Credit Risk is responsible for assessing, monitoring, and reporting on counterparty credit risk exposure across trading activities. The role involves working closely with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite.

Key Responsibilities

Counterparty Credit Risk (CCR) Assessment & Monitoring:

• Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
• Use methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.
• Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
• Perform stress testing and scenario analysis to assess potential adverse impacts on counterparty risk exposure.
• Assist in setting and monitoring counterparty risk limits, ensuring compliance with internal risk
• Work with market risk teams to assess how market movements (e.g., interest rates, FX rates, volatility) impact counterparty exposure.
• Identify and track exposure concentration risks across products, counterparties, and sectors.
• Support pre-trade risk analysis by assessing potential counterparty risk for new transactions and trading strategies.
• Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations.
• Prepare risk reports for internal stakeholders and regulators, providing clear insights into counterparty risk profiles.
• Support regulatory capital calculations and reporting, ensuring accurate risk-weighted asset (RWA) assessment.