Your role

This is a regulatory compliance role in Group Capital Adequacy and Controlling team with below responsibilities:

Support independent recalculation, validation, and reasonableness checks of Counterparty Credit Risk (CCR) exposure and RWA, including:
SA‑CCR and FCCM calculations for derivatives and securities financing transactions (SFTs)
RWA calculations under IRB and Standardized approaches, in line with established methodologies, policies, and control frameworks
Assist in the computation and assessment of regulatory capital treatment for a range of products, including:
OTC derivatives, exchange‑traded derivatives (ETDs), and SFTs
Structured transactions and Securitization‑related exposures, providing supporting analysis for SEC‑IRBA / SEC‑SA under guidance from senior team members
Perform detailed analysis of RWA movements, identifying and evidencing key regulatory drivers, including:
changes in trade populations
updates to netting sets and CSA terms
movements in collateral balances and regulatory add‑ons
Identify and escalate unusual movements, data quality issues,



or methodological deviations to senior stakeholders, supported by transparent documentation and analytical evidence.

Job Type

Full Time

Job Reference #

338132BR

City

Pune

Your team

This is a regulatory compliance role in Group Capital Adequacy and Controlling team.

Your expertise

Foundational understanding of Basel III / Basel IV regulatory capital frameworks, with exposure to Counterparty Credit Risk (CCR) concepts including EAD, RWA, netting, collateral, and add‑ons.
Working knowledge of CCR methodologies such as SA‑CCR and FCCM and their application to OTC derivatives, ETDs, and securities financing transactions (SFTs).
Basic understanding of IRB and Standardized approaches for credit risk RWA, with the ability to support calculations and validations under established methodologies.
Awareness of securitization capital concepts, including SEC‑IRBA / SEC‑SA, and how structured or hedged

📌 Financial and Regulatory Reporting Specialist (Pune)
🏢 UBS
📍 Pune