Counterparty Credit Risk

As a member of KPMG in India, you will be part of a professional services firm affiliated with KPMG International Limited. Leveraging the global network of firms, you will work with local laws, regulations, markets, and competition to offer rapid, performance-based, industry-focused, and technology-enabled services to national and international clients across sectors. Your role will involve a strong understanding of capital market products, derivatives, CCR domain areas, Basel norms, Capital and RWA computations, and experience in project methodologies like agile and waterfall. - Strong understanding of capital market products and derivatives across asset classes - Good knowledge and experience in CCR domain areas such as PFE, EE, EEE, EPE, and EEPE computation methodologies, ECL computation - Good understanding of the Basel norms and its impact on Banks - Experience working in Capital and RWA computations - Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology - Attention to detail and high-quality standards of documentation, processes, and control environment - Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework - Degree/ Qualified accountant/FRM with regulatory reporting background - CA/MBA(Finance)/ M.SC (stats) - Certifications in CFA/ FRM - A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (i.e., Power BI) will be advantageous - Investment banking product knowledge and other regulatory development around IB - SAS, Python,