Credit Risk BA

Tekskills Inc.; Hyderabad; On-site; INR 1,500,000 - 2,100,000; Full time

Job summary

Tekskills Inc. in Hyderabad, India, seeks a Risk Analyst Counterparty Credit Risk to assess, monitor, and report counterparty credit risk across trading activities. The role collaborates with traders, risk managers, and stakeholders to ensure risk is measured in line with regulatory requirements.

You will apply SA-CCR and PFE methodologies, evaluate counterparty financials, and support pre-trade risk analysis and regulatory reporting. The position is on-site in Hyderabad.

Qualifications

• Analyze and monitor counterparty credit risk exposure for derivatives, SFTs, and trading activities.
• Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.
• Prepare risk reports for internal stakeholders and regulators.
• Ensure compliance with Basel III/IV, SA-CCR, and related regulations.
• Assist in setting risk limits and coordinating with market risk teams.
• Support regulatory capital calculations and reporting.

Responsibilities

• Assess counterparty credit risk exposure for derivatives, SFTs, and other trading activities.
• Quantify risk using SA-CCR and PFE methodologies.
• Evaluate counterparty financial health and credit ratings.
• Conduct stress testing and scenario analysis.
• Assist in setting and monitoring risk limits.
• Collaborate with market risk to assess impact of market moves.

Skills

Credit risk analysis

SA-CCR

PFE

Stress testing

Regulatory reporting

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.