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 techniquesProficiency in Basel III / CRR regulations and RBI-specific guidelinesSolid grasp of credit risk capital metrics and their practical applicationsExperience in Indian banking or familiarity with local regulatory reporting practicesAbility to work independently and deliver high-quality insights under tight timelinesWhy 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