Counterparty Credit Risk-Senior Associate

Counterparty Credit Risk SpecialistLocation: PAN IndiaExperience Required: 3–8 yearsAvailability: 0–60 daysAbout the RolePwC 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 standardsRequired 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 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

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