Business Analyst - Counterparty Credit Risk

About KPMG INDIA KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Role & Responsibilities

• Work as a Business Analyst, Understanding of data and data architecture, metrics and the importance of these in the design and delivery of new dashboards.Able, to identify and engage data owners
• Ability to translate business requirements into technical requirements.
• Ability to a process mapping and have experience in Risk Transformation.
• Should have knowledge on requirement gathering and BRD/FRD documentation
• Relevant experience of controls required to assure quality and completeness of the solution and its data
• The ability to challenge what we are doing, to take our dashboard designs to the next level in terms of design and technology use.
• Experience of working with cross-line-of-business working groups to design dashboards and approve solutions
• Dashboard delivery
• Demonstrable experience of designing dashboards to meet the requirements of a diverse group of users.
• A solid understanding of risk management.
• Knowledge of the latest dashboard technologies and trends.

Other Desirable experience:

• Programme delivery on strategic programmes
• Dealing with exec level management
• TOM development
• Regulatory Requirements mapping and gap analysis
• Governance and Reporting and MI / dashboarding delivery
• Knowledge of Counterparty Credit Risk, Exposure calculation methodologies (simulation, aggregation, limit monitoring). Experience of implementing both Modelled and Non-Modelled calculation algorithms.
• Previous experience of capturing & analyzing the daily movement of EAD numbers for Financing Products, calculating the counterparty credit risk.
• Previous experience of validated counterparty exposure on a daily, monthly, and quarterly basis using various metrics including Exposure metrics (PFE, EPE, EEPE, EAD etc ) and VAR computation using both Internal Model (IMM) and Standardized approaches like CEM.
• Hands-on Experience of Exposure Calculation (EAD/PFE) at Portfolio level for both Modeled (IMM) & Non-Modeled (CEM/SACCR , Credit VAR ,CEF) transactions.
• Working knowledge of calculating & reporting default risk for traded products.
• Understanding of adjustments at the counterparty level where traded product exposure (derivatives, debt and equity financing) was found to be erroneous and material to mitigate impact on risk monitoring, CVA, and RWA.
• Some exposure to credit risk reporting platforms and risk engine.

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