Credit Risk BA

Tekskills Inc.; Dadri; On-site; INR 900,000 - 1,500,000; Full time

Job summary

Tekskills Inc. in India invites a Risk Analyst Counterparty Credit Risk to assess, monitor, and report on counterparty risk across trading activities, collaborating with traders and risk teams.

The role involves evaluating financials, using SA-CCR and PFE, performing stress tests, setting risk limits, and ensuring Basel III/IV compliance and regulatory reporting. The candidate will contribute to capital calculations and risk-weighted assets for management and regulators.

Responsibilities

• Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
• Quantify risk using SA-CCR and Potential Future Exposure (PFE).
• Evaluate counterparty financials, credit ratings, and market behavior for default risk.
• Perform stress testing and scenario analysis for potential adverse impacts.
• Assist in setting and monitoring counterparty risk limits and ensure internal risk policy compliance.
• Work with market risk teams to assess impact of market movements on counterparty exposure.
• Identify and track exposure concentration risks across products, counterparties, and sectors.
• Support pre-trade risk analysis for new transactions and strategies.
• Ensure compliance with Basel III/IV and SA-CCR regulations.
• Prepare risk reports for internal stakeholders and regulators with clear insights.
• Support regulatory capital calculations and RWA assessment.

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.