Credit Risk BA

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

Job summary

Tekskills Inc. in Mumbai seeks a Risk Analyst to assess, monitor, and report on counterparty credit risk across trading activities and collaborate with traders, risk managers, and regulators to ensure risk is measured and managed in line with regulatory requirements.

The role involves evaluating credit metrics, SA-CCR, PFE, stress testing, and participation in limit setting and risk reporting for internal and external stakeholders.

Responsibilities

• Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
• Use 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 controls.
• Work with market risk teams to assess how market movements (rates, FX, 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 strategies.
• Ensure compliance with Basel III/IV and other 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.

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.