About the Company
KPMG entities in India are professional services firm(s). Member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the business setting.

Why Choose KPMG India?
Dynamic Work Environment: Be a part of an innovative team that values creativity and fresh ideas.
Growth Opportunities: We provide excellent training, mentorship, and career advancement.
Attractive Benefits: Competitive salaries, health insurance, and more

Role:



Counterparty Credit Risk Analyst / Senior Analyst / Associate
Location: Mumbai
Experience: 5–8 Years

About the Role
We are seeking a highly motivated Counterparty Credit Risk (CCR) professional to join our Risk Management team. The role involves measuring, monitoring, analyzing, and reporting counterparty credit risk exposure arising from derivatives, securities financing transactions (SFTs), and other trading activities. The ideal candidate should possess strong quantitative skills, a sound understanding of financial markets, and experience working with front-office, risk, and regulatory teams.

Key Responsibilities
Monitor and assess counterparty credit exposures across OTC derivatives, FX, repo, securities lending, and other traded products.
Perform daily exposure calculations, limit monitoring, stress testing, and risk reporting.
Analyze key CCR metrics such as:
Current Exposure (CE)
Potential Future Expo

📌 Counterparty credit risk (Mumbai)
🏢 KPMG India
📍 Mumbai