SECTION I: ROLE INTRODUCTION

Job Title

Team Member Counterparty Risk

Reporting To

Unit Head Counterparty Risk

Job Code ID

NA

Business Unit

Risk Management

Grade/ Level

G7

Sub Business Unit

Market Risk

Management Band

Junior Management

Location

YBH, Santacruz

Section II: JOB ROLE SCOPE

Number of Direct Reports

0

Financial Metrics (Budget, Revenue, etc.)

•

Total Team Size

10

SECTION III: PURPOSE OF THE ROLE

To support the Counterparty Risk function by monitoring counterparty exposures, performing risk analysis, preparing regulatory and management reports, supporting stress testing, reviewing policies and processes, and ensuring compliance with RBI guidelines and the Bank’s risk management framework. The role contributes to effective management of counterparty credit risk arising from Treasury and derivative transactions while supporting strategic risk initiatives.

SECTION IV: KEY RESPONSIBILITIES & KPIS OF THE ROLE

Responsibilities

KPIs

Strategy and Planning





• Support implementation of the Bank’s Counterparty Risk framework and strategic initiatives.
• Assist in enhancing counterparty risk measurement methodologies and reporting processes.
• Participate in projects related to system upgrades, automation and recent product implementation.
• Support implementation of regulatory and internal policy changes.
• Policies/Process Review
• MTM Monitoring, Reporting of MRP, ALCO, RMC and policy amendments
• Automation
• Preparation of Stess test Internal/external
• Ratescan and Min PnL
• By tightening the internal processes, review of existing processes
• Interacting with Stakeholders
• Statutory Report Submissions
• Updating knowledge base on the treasury products and co ordination with team members

Policies, Processes & Procedures

• Review and update Counterparty Risk policies, processes and operating procedures.
• Assist in incorporating regulatory changes into internal policies and frameworks.
• Ensure adherence to RBI guidelines, internal risk

📌 Team Member Counterparty Risk (Mumbai)
🏢 Yes Bank
📍 Mumbai