Counterparty Risk Assessment Lead

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

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