Senior Analyst -Credit Risk

Responsibilities:

1.Monitoring, Producing, Certification of Credit VAR, EAD, SACCR, Leverage Ratio (BASEL II, BASEL III) and other Counterparty Risk metrics majorly for Trading books & reports & monitoring of counterparty limits overshoots, Regulatory Reporting’s, Validating & Back testing EAD (IMM Model) on Daily, Monthly & Quarterly basis.

2.Recalibration of relevant & updated Market factors for Simulation.

3.Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements.

4.Work closely with Sales/Trader/RISQ to have a CVaR simulation.

5.Assist in development to maintain and enhance the existing process and procedures and guidelines.

6.Analyze & certify the limits under overshoot by checking Credit workflow been respected prior to trade with the counterparties and challenge for Evidence if required.

7.Back testing to prove MTM and MTF arrived by the RISQ tools is as expected by benchmarking against BO & FO tools for spot & future time buckets, requiring having strong product, Model & Risk Knowledge across different asset class and developing strong understanding of Front Office & back office tools.

• Profile Required:

  1. 5+years of experience in Counterparty Credit Risk.

  2. Bachelor’s degree.

  3. Qualified FRM or CFA/ Pursuing FRM or CFA with 1st level completed.

  4. Good Product Knowledge across all Asset classes, good model & RISK knowledge, BASEL II, BASEL III

  5. Industry knowledge is preferred.

  6. Good understanding of FO & BO Tools.

  7. Good working knowledge of SQL

  8. Knowledge on Python will be an added advantage.

Context & Role detail:
Role raised to replace Shilpa Kishore within the RISQ-RMA-MMG-XRP team.

Responsibilities:
Focused on Credit Counterparty Risk Metrics, META Program and EAD Certification, responsible for the Weekly, Monthly and Quarterly Certification / Reporting of EAD Standards Metrics for Regulatory Reports.

Size of the Team:
Overall XRP team size is 34, sub team size is 15

Risk:
Given the critical nature of this work and its implications for regulatory adherence and risk management, it is imperative that this position be filled urgently. It is crucial to ensure the timeliness and accuracy of these tasks, as any issues in execution could lead to the delay and/or wrong reporting of EAD/RWA metrics impacting financial statements and profitability of the Group

This replacement taleo is part of the budget and landing plan for 2026

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