Counterparty Credit Risk

Bengaluru - India

Monthly Salary: Not Disclosed

Posted on: 12 hours ago

Vacancies: 1 Vacancy

Job Summary

Job Description:

Assess creditworthiness of counterparties and perform credit analysis
Monitor and calculate derivatives exposures (PFE EPE EE)
Perform Credit Valuation Adjustment (CVA) and manage Wrong Way Risk (WWR)
Set and monitor counterparty credit limits
Prepare risk reports for management and regulatory compliance
Support Basel III / SA-CCR implementation and stress testing
Collaborate with front office and risk teams to manage portfolio risk

Job Description: Assess creditworthiness of counterparties and perform credit analysis Monitor and calculate derivatives exposures (PFE EPE EE) Perform Credit Valuation Adjustment (CVA) and manage Wrong Way Risk (WWR) Set and monitor counterparty credit limits Prepare risk reports for ...