403 Credit Risk jobs in India

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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.

Incumbent will be handling Secured Unsecured Loan-Risk & Policy for 1 or more Consumption and Personal loans portfolios. Incumbent is also expected to help maintain minimum loss rates for Loan portfolios and at the same time figure out opportunities to increase portfolio size.

Data Analytics

1. Analyze data to identify high risk segments to limit and decrease loss rates.
2. Perform exploratory data analysis to identify interesting data trend/ insights.
3. Carry out deep dive analysis on data to identify cross-sell or product bundling opportunity.

Model Validation

1. Build/Validate statistical scoring models on Secured & Unsecured lending portfolios that would aid in customer segmentation.

Policy formulation

1. Develop new policies for new partners.
2. Review and update policies for existing partners in case of any change.
3. Work with tech team to design test and implementation for any changes (partner related or regulatory) in policies.

Portfolio Management

1. Constantly evaluate portfolio performance.
2. Benchmark to Industry Standards.

Loss Management

Monitor CL & PL portfolio on a daily/weekly basis for any increase in risk (loss rates)

Forecast loss for CL & PL portfolios

Stakeholder Management

Interacting with cross functional teams and driving the credit policy agenda and ensuring correct implementation of credit policy guidelines in origination system and decisioning platforms

Lead discussions with external stakeholders/ channel partners during engagement calls

1. Qualifications: Minimum Qualification: Bachelor of Engineering/ Postgraduate in Finance/Statistics/Data (with knowledge of Statistics and Python/R)
2. Preferred Qualification: MS/ MBA (with knowledge of Statistics and Python/R)

Work Experience: 3-5 years

1. Experience in Risk Management.
2. Experience in unsecured lending
3. Good to have experience in secured lending
4. Skills: R/Python, SQL , Advanced Excel including Pivot Tables

Experience range : 3-12 years

Location: Gurgaon.

One of our Global client is seeking a highly skilled and motivated Credit Risk Modelling Analyst to join their Risk Management team.

Key Responsibilities:

• Model Development: Develop, implement, and maintain credit risk models (PD, LGD, EAD) using SAS and SQL.
• Data Analysis: Extract, clean, and analyze large datasets to support model development and validation processes.
• Risk Assessment: Conduct thorough risk assessments and scenario analyses to evaluate the impact of various credit risk factors.
• Model Validation: Perform model validation and back-testing to ensure the accuracy and robustness of credit risk models.
• Reporting: Prepare detailed reports and presentations on model performance, validation results, and risk assessment outcomes.
• Regulatory Compliance: Ensure models comply with relevant regulatory requirements and internal policies.
• Collaboration: Work closely with cross-functional teams including Risk Management, Finance, and IT to integrate credit risk models into business processes.
• Documentation: Maintain comprehensive documentation of model development processes, assumptions, and methodologies.