Crisil - Lead Analyst - Large Exposure Reporting (5-8 yrs)

Lead Analyst - Large Exposure Reporting

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.