Counterparty Credit Risk – Business Analyst

What impact will you make?

Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential

Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential.

The Team

Deloitte SRT helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats.

Work you’ll do

In our team you’ll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. You’ll :

• Implement Counterparty Credit Risk exposure calculations including EAD, PFE, and CVA for derivatives and securities financing transactions.
• Hands-on on Regulatory Capital computation aligned with Basel / CRR guidelines, focusing on CCR-related components.
• Validate data sourced from multiple source systems and support in the aggregation or consolidation logic used in data warehouse to prepare the data at required granularity
• Collaborate with Product, Risk, Policy and IT BA teams to ensure correct implementation of CCR methodologies.
• Investigate discrepancies in capital metrics across platforms and provide data-driven justifications.
• Support in reviewing and validating CCR calculation logic in alignment with regulatory expectations.
• Prepare documentation including BRDs, FSDs, and validation artefacts and procure sign-off from relevant stakeholders.
• Strong understanding of Counterparty Credit Risk frameworks, exposure measurement techniques (SA-CCR, CEM, IMM), and RBI specific BASEL regulations.
• Hands-on experience with derivative products, netting, collateral, and margining concepts.
• Prior exposure to CCR engine implementation, Data sourcing, or Data warehouse projects.
• Solid knowledge of credit risk capital metrics (EAD, RWA, PFE, LGD, CVA).
• Experience with data analysis, reconciliation, and investigation using tools like SQL and Excel.
• Excellent documentation and communication skills.
• Preferred : Experience in Indian banking or familiarity with local regulatory reporting practices.

Qualifications

Your role as a leader

At Deloitte India, we believe in the importance of leadership at all levels. We expect our people to embrace and live our purpose by challenging themselves to identify issues that are most important for our clients, our people, and for society and make an impact that matters.

In addition to living our purpose, employees at this level, across our organization :

How you’ll grow

At Deloitte, our professional development plan focuses on helping people at every level of their career to identify and use their strengths to do their best work every day. From entry-level employees to senior leaders, we believe there’s always room to learn. We offer opportunities to help build world-class skills in addition to hands-on experience in the global, fastchanging business world. From on-the-job learning experiences to formal development programs at Deloitte University, our professionals have a variety of opportunities to continue to grow throughout their career . Explore Deloitte University, The Leadership Center.

Benefits

At Deloitte, we know that great people make a great organization. We value our people and offer employees a broad range of benefits.

Learn more about what working at Deloitte can mean for you.

Our purpose

Deloitte is led by a purpose : To make an impact that matters .

Every day, Deloitte people are making a real impact in the places they live and work. We pride ourselves on doing not only what is good for clients, but also what is good for our people and the communities in which we live and work—always striving to be an organization that is held up as a role model of quality, integrity, and positive change. Learn more about Deloitte's impact on the world

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To take the next step and join our progressive and motivated team, please contact intasrt@deloitte.com