BA Credit Risk in Banking Domain

We are a leading consulting firm having opening with one of our Big 4 Client .

Position: BA Credit Risk in Banking Domain - Gurgaon

Experience: 3-12 Yrs

Skills: Functional knowledge on the below:

- Basel 3

- Capital Requirements defined under Basel 3

- Credit Risk

- Computation Approaches of Credit Risk RWA

- Standardized and IRB (F-IRB and A-IRB) ; difference among the three

- Terminologies in Credit Risk ; for instance EAD, RWA, PD, LGD, headroom and CCF

- Have supported stakeholders through UAT/Knowledge of Testing

- SQL and comfortable with Analysis in Excel

Preferable:

1. Has worked in APRA regulation in the above specified functional areas

2. Has experience in Moody's Credit Risk Engine (BCRS/ICE/RAy(Risk Authority))

3. Has Agile experience

BA Market Risk - Gurgaon/ Bangalore/ Mumbai

Skills:

- 1-6 years of experience as business analyst in Market Risk domain (Interest Rate Risk, Equity price risk, Exchange rate risk, Commodity price risk, VaR, Stress testing).

- Good understanding of Capital markets and should a have an exposure over asset classes likeEquity, Debt and Derivatives

- Knowledge of FRTB, Basel Standards is essential

- Good experience in documentation of project artefacts like BRDs, FSDs

- Hands on experience on JIRA and confluence for Project management

- Python programming and basic to intermediate level of SQL knowledge is essential

- Excellent communication and stakeholder management skills.

CCR (Counterparty Credit Risk) - Gurgaon/ Bangalore/ Mumbai

Exp : 3-10 Yrs

Skills:

- Knowledge of Counterparty Credit Risk, Exposure calculation methodologies (simulation, aggregation, limit monitoring). Experience of implementing both Modelled and Non-Modelled calculation algorithms.

- Previous experience of capturing & analyzing the daily movement of EAD numbers for Financing Products, calculating the counterparty credit risk.

- Previous experience of validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD etc ) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM.

- Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) & Non-Modeled (CEM/SACCR , Credit VAR ,CEF) transactions.

- Working knowledge of calculating & reporting default risk for traded products.

- Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA.

- Some exposure to credit risk reporting platforms and risk engine.

- Work as a Business Analyst, Understanding of data and data architecture, metrics and the importance of these in the design and delivery of new dashboards. Able, to identify and engage data owners

- Ability to translate business requirements into technical requirements.

- Ability to a process mapping and have experience in Risk Transformation.

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