Credit Risk BA

Tekskills; Pune District; On-site; INR 700,000 - 1,100,000; Full time

Job summary

Tekskills in Pune, India is seeking a Risk Analyst to assess and monitor counterparty credit risk across trading activities. You will work with traders and risk managers to measure risk in line with regulatory requirements and internal risk appetite.

The role involves evaluating counterparty financials, performing stress testing, and supporting regulatory capital calculations. Strong knowledge of SA-CCR and PFE is preferred, with a focus on Basel III/IV compliant reporting.

Qualifications

• Experience analyzing counterparty credit risk in trading activities.
• Familiarity with SA-CCR and PFE methodologies.
• Exposure to Basel III/IV and related risk regulations.

Responsibilities

• Analyze and monitor counterparty credit risk for derivatives, SFTs, and other trading activities.
• Utilize SA-CCR and PFE to quantify exposure and assess risk.
• Prepare risk reports for internal stakeholders and regulators.

Skills

Counterparty risk

Derivatives risk

SA-CCR

PFE

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.

Preferred candidate profile