Counterparty Credit Risk-Senior Associate

Counterparty Credit Risk Specialist

Location : PAN India

Experience Required : 3–8 years

Availability : 0–60 days

About the Role

PwC India is seeking a highly skilled professional to join our Risk Advisory team in a specialized role focused on Counterparty Credit Risk (CCR) . This position is ideal for candidates with deep expertise in CCR exposure and capital calculations, particularly within the Basel / CRR regulatory frameworks . You’ll play a critical role in advising financial institutions on risk measurement, mitigation strategies, and regulatory compliance.

Key Responsibilities

Perform and validate CCR exposure calculations using SA-CCR, CEM, and IMM methodologies

Interpret and apply RBI-specific Basel regulations to credit risk capital assessments

Analyze and report on key credit risk metrics including EAD, RWA, PFE, LGD, and CVA

Support clients in implementing risk mitigation techniques across derivative portfolios

Collaborate with cross-functional teams to ensure accurate regulatory capital treatment

Contribute to regulatory reporting and compliance initiatives in line with Indian banking standards

Required Skillset

Strong understanding of Counterparty Credit Risk frameworks and exposure measurement techniques

Proficiency in Basel III / CRR regulations and RBI-specific guidelines

Solid grasp of credit risk capital metrics and their practical applications

Experience in Indian banking or familiarity with local regulatory reporting practices

Ability to work independently and deliver high-quality insights under tight timelines

Why PwC?

At PwC, we empower our people to grow professionally and personally. You’ll be part of a dynamic team that values innovation, integrity, and impact. This is your chance to work on high-stakes projects that shape the future of financial risk management in India