4 Rwa Calculation Jobs

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Senior Associate Job Description & Summary Candidate must have good communication skills, and have worked as a Data Analysts/ Data Quality Analysts in area of Investment Banking or Capital Markets. Good exposure to data analysis and must be able to handle large volumes of data coming from multiple systems as Vendors (e.g., Bloomberg, Reuters etc.), Exchanges and internal systems. Must understand data quality concepts such as accuracy, completeness, validity etc. Good data analysis skills using SQL for data cleaning, data quality checks, data profiling etc. Knowledge of Data Governance concepts is good to have. (Note: Please pay attention to domain. We would appreciate candidates coming from Capital Market or IB background - No domestic bank/NBFCs. Must be familiar with data quality check rules of Derivatives, Fixed Income, Equity, Mutual fund, Hedge funds etc. People from Reference data background, and good in DQ checks using SQL will be ideal) Why PWC At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firms growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. " Job Description & Summary: PwC India is seeking a highly skilled professional to join our team. The Professional will be responsible for developing and implementing effective risk management strategies for our clients. Responsibilities Collaborate with stakeholders to translate business needs into functional specifications while managing expectations and ensuring effective communication across teams. Stay abreast of industry trends, regulations, and best practices relevant to risk management. Demonstrate expertise in risk transformation techniques such as change management, stakeholder management, and business analysis. Familiarity with essential artifacts like Business Requirements Documents (BRD), Functional Specifications Documents (FSD), Gantt Chart, RACI Matrix, and Requirements Traceability Matrix (RTM) is desired. Experienced in Agile methodologies and Scrum teams, with familiarity in tools like JIRA, Confluence, Rally, and Azure DevOps. Possess practical experience in financial products such as derivatives, fixed income, foreign exchange (FX), equities, etc. Display a strong understanding of trade lifecycles, global regulations, and trading/investment banking processes. Operate proficiently within both agile and waterfall project methodologies, comprehending the specific deliverables required for each methodology. Conduct thorough market risk assessments for clients and develop robust risk management strategies. Exhibit exceptional attention to detail and maintain high-quality standards in documentation, processes, and control environments. Ability risk metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Expected Exposure (EE), EEPE, etc. Strong understanding alue at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis. Bring experience working as a Senior Business Analyst/Lead Business Analyst on projects involving climate risk, cloud migration, IFRS9, CVA, risk calculation, back-testing methodologies, FRTB, and regulatory reporting (e.g., EMIR, CFTC, MIFID, SFTR). Contribute to regulatory transformation projects focused on Basel 2.5/3/4. Possess outstanding communication and stakeholder management skills. Requirements: Hold a bachelors or masters degree in a relevant field. Demonstrate proficiency in data analysis, data migration, data validation, and data manipulation. Exhibit strong soft skills, including effective communication, team collaboration, and client engagement. Possession of FRM certification would be advantageous. Mandatory Skill Sets Market Risk BA Preferred Skill Sets Strong BA, with experience in requirement lifecycle management, BRD, Gap analysis, UAT - Agile and Waterfall' Years Of Experience Required 3 to 6 Years Education Qualification Graduation/Post Graduation Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Master Degree, Bachelor Degree Degrees/Field Of Study Preferred Certifications (if blank, certifications not specified) Required Skills Marketing Optional Skills Tableau (Software) Desired Languages (If blank, desired languages not specified) Travel Requirements Not Specified Available for Work Visa Sponsorship No Government Clearance Required No Job Posting End Date Show more Show less

The role covers responsibilities for running processes and projects in the capital reporting team, which underpin the Regulatory Reporting of the European / Asian / Japanese consolidation group and its regulated subsidiaries. It will include working with colleagues in Mumbai, London, Frankfurt, Paris, Singapore, Hong-Kong and Japan. The role will encompass production of key capital adequacy metrics as per Basel III rules including: Calculation covering standardized approaches for counterparty credit risk, market risk, settlement risk and capital deductions. COREP / MAS / JFSA reporting. Responding to business / management driven queries & requests Large Exposure calculation in accordance with CRDIV and Basel III norms Analysis of RWA to monitor movements and identifying optimization opportunities Development of daily MI through new age BI tools such as Alteryx and Power BI / Tableau. Interaction with Risk management for validating Risk inputs. Interaction with other teams like IT, Ops, LE Controllers and Legal Defining business requirements for IT implementation in case of new projects / process enhancements The role will be challenging and will provide a variety of responsibilities covering technical, process & interpersonal skill sets. It will be an excellent opportunity to develop knowledge of regulatory financial and capital reporting providing a deep insight into financial positions of EMEA / AEJ / Japan based entities.

Regulatory Reporting Analyst Credit Risk | Immediate Joiners Preferred Industry: Business Consulting & Analytics Experience: 5+ Years Location: Pan-India (across major metro cities) We are looking for professionals with strong expertise in regulatory reporting and credit risk analytics , with hands-on experience in SAS and SQL . The role demands solid understanding of Basel regulations, RWA computation , and regulatory submissions for financial institutions. Ideal candidates should be self-driven, detail-oriented, and able to manage complex datasets to ensure compliance and reporting accuracy. Key Responsibilities: Prepare and review regulatory submissions aligned with Basel norms. Perform credit risk data analysis using SAS (Base/EG) and SQL . Automate reporting workflows and improve reporting accuracy. Collaborate with internal risk, finance, and compliance teams. Support audit requirements and stress testing analysis. Candidate Requirements: 5+ years of experience in regulatory reporting and credit risk analytics . Advanced skills in SAS and SQL . Deep understanding of Basel frameworks, RWA, and capital adequacy . Strong analytical and communication skills. Immediate to 30 days only. If you're ready for your next challenge, apply now! Interested candidates can apply on Shweta.arora@skillkart.co Keywords: #RegulatoryReporting #CreditRisk #SAS #SQL #RWA #Basel #RiskAnalytics #FinancialServices #BusinessConsulting #ImmediateJoiner

Location: PAN India Immediate joiner required Experienced in end to end capital or Impairment process management RWA calculation engine using Standardized approach (BASEL 1/2/3) for Credit Risk Asset classification for Retail and Wholesale Products, Collateral Adjustment, on balance/ off balance exposure calculation Migration RWA calculation from BASEL 3 to 3.1 using Standardized or AIRB approach Knowledge of Banking domain/ banking products like Retail, corporate, banks, SME, Sovereign Project management / stakeholder management Keywords : Standardized approach - BASEL 1/2/3 Capital Reporting (Standardized approach) RWA Calculation Credit Risk (RWA) capital management