Crisil - Lead Analyst - Large Exposure Reporting (5-7 yrs)

Key Responsibilities:

- Lead business analysis efforts for Pillar 3 disclosures, large exposure reporting, and stress testing initiatives.

- Map out and document business processes, identifying areas for improvement and defining business and automated control requirements.

- Analyze and interpret regulatory requirements, particularly PRA CRR and related frameworks, and translate them into actionable business solutions.

- Perform data analysis on enterprise-sized databases using SQL and/or Python to ensure data integrity and support reporting requirements.

- Collaborate with stakeholders to define and implement counterparty credit risk and capital requirements solutions.

- Ensure effective implementation of credit risk mitigation techniques, including collateral haircuts and indirect exposure management.

- Support Agile project delivery through backlog refinement, user story creation, and stakeholder engagement.

- Drive the adoption of best practices in regulatory reporting, ensuring compliance with standards such as SA-CCR and stress testing methodologies.

Required Skills and Experience:

- Proven experience in COREP reporting, including Large Exposure Reporting and Pillar 3 disclosures.
- Hands-on experience with stress testing frameworks and processes (STDF)

- Strong knowledge of PRA CRR regulations and capital requirements.

- Expertise in data analysis using tools such as SQL and Python.

- Wholesale banking exposure, with a focus on counterparty credit risk.

- Familiarity with counterparty data structures, entity resolution, and data aggregation techniques.

- Knowledge of credit risk mitigation methods, including collateral haircuts and indirect exposures.

- Experience with the standardised approach for Counterparty Credit Risk (SA-CCR).

- Agile project delivery experience, including working within cross-functional teams.

Note: For your candidature to be considered on this job, you need to apply necessarily on the company's redirected page of this job. Please make sure you apply on the redirected page as well.