Counter Party Credit Risk Role - BFSI

1. Monitoring, Producing, Certification of Credit VAR, EAD, SACCR, Leverage Ratio ( BASEL II, BASEL III) and other Counterparty Risk metrics majorly for Trading books & reports & monitoring of counterparty limits overshoots, Regulatory Reporting's, Validating & Back testing EAD (IMM Model) on Daily, Monthly & Quarterly basis.

2. Recalibration of relevant & updated Market factors for Simulation.

3. Understanding Counterparty Credit Risk framework & understating Regulatory Requirement for Credit risk & have a strong Operational governance to adhere to requirements.

4. Work closely with Sales/Trader/RISQ to have a CVaR simulation

5. Assist in development to maintain and enhance the existing process and procedures and guidelines

6. Analyze & certify the limits under overshoot by checking Credit workflow been respected prior to trade with the counterparties and challenge for Evidence if required.