Credit Risk BA

Tekskills; Pune District; On-site; INR 4,50,000 - 6,75,000; Full time

Job summary

A leading financial services firm in Pune District is seeking a Risk Analyst specialized in Counterparty Credit Risk. The role entails assessing, monitoring, and reporting on credit risk exposure across various trading activities. The ideal candidate will have experience in risk analysis methodologies and ensure compliance with relevant regulations. Strong analytical skills are essential for evaluating financials and preparing reports for stakeholders.

Qualifications

• Experience in analyzing and monitoring counterparty credit risk exposure.
• Familiarity with SA-CCR and PFE methodologies.
• Ability to evaluate counterparty financials and credit ratings.

Responsibilities

• Analyze and monitor counterparty credit risk exposure for trading activities.
• Quantify risk using methodologies like SA-CCR and PFE.
• Perform stress testing to assess potential adverse impacts.

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

• 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.

Preferred candidate profile