Hiring || Credit Risk Business Analyst - Pune

Job Role: Credit Risk Business Analyst

Location: Pune

Experience: 6+ years

Must-Have:

• 6 years of relevant experience in Credit Risk Business Analysis and Risk Analysis.
  

Job Description

Key Responsibilities

• Evaluate and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.
  
• Utilize methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.
  
• Assess counterparty financials, credit ratings, and market behavior to gauge default risk.
  
• Conduct stress testing and scenario analysis to evaluate potential adverse impacts on counterparty risk exposure.
  
• Assist in establishing and monitoring counterparty risk limits, ensuring adherence to internal risk policies.
  
• Collaborate with market risk teams to assess the impact of market movements (e.g., interest rates, FX rates, volatility) on counterparty exposure.
  
• Identify and monitor exposure concentration risks across products, counterparties, and sectors.
  
• Support pre-trade risk analysis by evaluating 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, offering clear insights into counterparty risk profiles.
  
• Support regulatory capital calculations and reporting, ensuring accurate assessment of risk-weighted assets (RWA).
  

• 6+ years of experience in Credit Risk Business Analysis and Risk Analysis
  
• Knowledge of methodologies such as SA-CCR and PFE
  
• Familiarity with Basel III/IV regulations and other relevant counterparty risk regulations