Business Analyst - Credit Risk

About Client :

Our client is a French multinational information technology (IT) services and consulting company, headquartered in Paris, France.

Founded in 1967, It has been a leader in business transformation for over 50 years, leveraging technology to address a wide range of business needs, from strategy and design to managing operations.

The company is committed to unleashing human energy through technology for an inclusive and sustainable future, helping organisations accelerate their transition to a digital and sustainable world.

They provide a variety of services, including consulting, technology, professional, and outsourcing services.

Job Details:

location : Pune.

Mode Of Work : Hybrid.

Notice Period : Immediate Joiners.

Experience : 6-8 yrs.

Type Of Hire : Contract to Hire.

JOB DESCRIPTION:

The Risk Analyst - Counterparty Credit Risk is responsible for assessing, monitoring, and reporting on counterparty credit risk exposure across trading activities.

The role involves working closely with traders, risk managers, and other stakeholders to ensure risk is effectively measured and managed in line with regulatory requirements and internal risk appetite.

Key Responsibilities:

Counterparty Credit Risk (CCR) Assessment & Monitoring:

- Analyze and monitor counterparty credit risk exposure for derivatives, securities financing transactions (SFTs), and other trading activities.

- Use methodologies such as the Standardized Approach for Counterparty Credit Risk (SA-CCR) and Potential Future Exposure (PFE) to quantify risk.

- Evaluate counterparty financials, credit ratings, and market behavior to assess default risk.

- Perform stress testing and scenario analysis to assess potential adverse impacts on counterparty risk exposure.

- Assist in setting and monitoring counterparty risk limits, ensuring compliance with internal risk.

- Work with market risk teams to assess how market movements (e.g, interest rates, FX rates, volatility) impact counterparty exposure.

- Identify and track exposure concentration risks across products, counterparties, and sectors.

- Support pre-trade risk analysis by assessing potential counterparty risk for new transactions and trading strategies.

- Ensure compliance with Basel III/IV, SA-CCR, and other relevant counterparty risk regulations.

- Prepare risk reports for internal stakeholders and regulators, providing clear insights into counterparty risk profiles.

- Support regulatory capital calculations and reporting, ensuring accurate risk-weighted asset (RWA) assessment.