Credit Risk BA

About Company: They balance innovation with an open, friendly culture and the backing of a long-established parent company, known for its ethical reputation. We guide customers from what’s now to what’s next by unlocking the value of their data and applications to solve their digital challenges, achieving outcomes that benefit both business and society.

Job Title: Credit Risk BA

Location: Pune

Work Mode: Hybrid Mode

Experience: 6-8 years

Job Type: Contract to hire (C2H)

Notice Period: - Immediate joiners.

CAPSA – Keywords - AIRB. PD. LGD. EaD. Basel 4.

1. Standardized Approach - Counterparty Credit Risk
2. Potential Future Exposure
3. Current Exposure Method
4. Derivatives

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.