(12 / 10 / 2025) Lead Expert-Credit Risk

Responsibilities :

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.Recalibration of relevant & updated Market factors for Simulation.Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements.Work closely with Sales / Trader / RISQ to have a CVaR simulation.Assist in development to maintain and enhance the existing process and procedures and guidelines.Analyze & certify the limits under overshoot by checking Credit workflow been respected prior to trade with the counterparties and challenge for Evidence if required.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 :

• 3+years of experience in Counterparty Credit Risk.Bachelor’s degree.Qualified FRM or CFA / Pursuing FRM or CFA with 1st level completed.Good Product Knowledge across all Asset classes, good model & RISK knowledge, BASEL II, BASEL IIIIndustry knowledge is preferred.Good understanding of FO & BO Tools.Good working knowledge of SQLKnowledge on Python will be an added advantage.

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