Credit Risk BA

Tekskills Inc.; Chennai; On-site; INR 1,200,000 - 2,400,000; Full time

Job summary

Tekskills Inc. is seeking a Risk Analyst Counterparty Credit Risk in Chennai to assess, monitor, and report on counterparty credit risk across trading activities.

The role involves collaboration with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite. The candidate will analyze CCR exposure for derivatives and SFTs, apply SA-CCR and PFE techniques, perform stress testing, and assist in

Responsibilities

• Analyze and monitor counterparty credit risk exposure for derivatives, SFTs, and other trading activities.
• Use SA-CCR and Potential Future Exposure (PFE) methodologies to quantify risk.
• Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
• Perform stress testing and scenario analysis for potential adverse impacts on CCR exposure.
• Assist in setting and monitoring counterparty risk limits and ensure compliance with internal risk appetite.
• Collaborate with market risk teams to assess impact of market moves on CCR exposure.
• Identify exposure concentration risks across products, counterparties, and sectors.
• Support pre-trade risk analysis for new transactions and trading strategies.
• Ensure compliance with Basel III/IV, SA-CCR, and other CCR regulations.
• Prepare risk reports for internal stakeholders and regulators, including RWA considerations.

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.