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Counterparty Credit Risk-Senior Associate [18 / 10 / 2025]

Counterparty Credit Risk-Senior Associate [18 / 10 / 2025]

PwCIndia
1 day ago
Job description

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

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    Credit Credit • India