Role Summary

To define and lead the Counterparty Credit Risk (CCR) management framework within the Market Risk department, ensuring robust identification, measurement, monitoring, and control of counterparty exposures. The role will influence the treasury sales business strategy in line with the approved risk framework, ensure regulatory compliance, and support FM/FMO/FMMO in the implementation of current and emerging regulations.

SECTION IV: KEY RESPONSIBILITIES & KPIS OF THE ROLE

These responsibilities are representative, and the role holder is also responsible for any other job assigned by the superior authorities from time to time. This section in not intended to be an exhaustive listing of all activities done by the role holder. It should capture only the key responsibilities of the role.

Responsibilities

KPIs

Strategy and Planning

Define and drive the counterparty risk management strategy aligned with organizational objectives.
Establish risk appetite, governance frameworks, and exposure limits for counterparties.




Identify emerging counterparty risk trends and recommend mitigation strategies.
Lead portfolio risk assessments and concentration risk reviews.
Drive process enhancements, automation, and risk reporting initiatives.
Collaborate with business and risk stakeholders on strategic risk decisions.
Monitor regulatory developments and ensure framework alignment.
Provide insights to senior management on counterparty risk exposures and outlook.
To ensure Robust Risk Framework within the portfolio
Maintaining an updated and robust Risk framework to cover material risks in the Counterparty credit Risk portfolio for the Bank in line with prudential guidelines / audit observations
Take care of other periodic as well as adhoc Risk management exercises.
Monitoring and reporting of risk parameters to senior management
Provide consistent service to all stakeholders.
Knowledge Sharing, Mentoring and conducting functional training for the Team

Policies, Processe

📌 Head Counterparty Risk (India)
🏢 Yes Bank
📍 India