Credit Risk Analyst

5 days ago


Bengaluru Gurugram Hyderabad, India Capco Full time ₹ 6,00,000 - ₹ 18,00,000 per year

Key Responsibilities:

  • Perform RWA (Risk Weighted Assets) calculations for credit risk exposure under Basel regulations (Basel III/IV).
  • Analyze and interpret credit risk metrics including PD, LGD, EAD, and their impact on RWA and capital requirements.
  • Develop, optimize, and maintain SQL queries to extract, validate, and analyze large financial datasets.
  • Support regulatory and internal credit risk reporting (e.g., ICAAP, CCAR, STRESS TESTING, capital adequacy reports).
  • Work with risk, finance, and compliance teams to ensure data integrity and accuracy in credit risk reporting.
  • Conduct portfolio risk analysis and develop insights to support risk mitigation strategies.
  • Participate in model validation and enhancement activities for credit risk and RWA computation models.
  • Document processes, ensure compliance with audit requirements, and maintain high data quality standards.

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