Deputy Manager | Regulatory, Risk & Forensic-Regulatory and Financial Risk | Standardized Approach for Counterparty Credit Risk
•

Location:
Mumbai
• Entity: Deloitte South Asia LLP The team Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic) Your work
• Evaluate loan applications for commercial and wholesale banking clients, ensuring adherence to internal credit policies, risk appetite, and regulatory frameworks (e.g., Basel III).
• Counterparty credit risk assessment and monitoring
• Settlement risk computation and tracking
• Market risk measurement and analysis
• Capital deductions determination and validation
• Management of regulatory reporting requirements through:
• COREP reporting deliverables for EMEA entities
• Resolution of management-driven inquiries and requests
• Comprehensive RWA movement analysis
• Collaborative engagement with Risk Management for input validation
• Implement Counterparty Credit Risk exposure calculations including EAD, PFE, and CVA for derivatives and securities financing transactions.
• Hands-on on Regulatory Capital computation aligned with Basel/CRR guidelines, focusing on CCR-related components.
• Validate data sourced from multiple source systems and support in the aggregation or consolidation logic used in data warehouse to prepare the data at required granularity
• Collaborate with Product, Risk, Policy and IT BA teams to ensure correct implementation of CCR methodologies.




• Investigate discrepancies in capital metrics across platforms and provide data-driven justifications.
• Support in reviewing and validating CCR calculation logic in alignment with regulatory expectations.
• Prepare documentation including BRDs, FSDs, and validation artefacts and procure sign-off from relevant stakeholders.
• Strong understanding of Counterparty Credit Risk frameworks, exposure measurement techniques (SA-CCR, CEM, IMM), and RBI specific BASEL regulations.
• Hands-on experience with derivative products, netting, collateral, and margining concepts.
• Prior exposure to CCR engine implementation, Data sourcing, or Data warehouse projects.
• Solid knowledge of credit risk capital metrics (EAD, RWA, PFE, LGD, CVA).
• Experience with data analysis, reconciliation, and investigation using tools like SQL and Excel.
• Excellent documentation and communication skills.
• Preferred: Experience in Indian banking or familiarity with local regulatory reporting. Key skills required:
• Minimum relevant experience of 3-8 Years in SACCR.
• Evaluate commercial/wholesale loan applications per credit policy & Basel III.
• Perform CCR exposure calculations: EAD, PFE, CVA.
• Support regulatory capital calculations for CCR (Basel/CRR).
• Validate and reconcile data from multiple source systems.
• Work with Product, Risk, Policy & IT for correct CCR methodology implementation.
• Investigate discrepancies in risk/capital metrics and provide explanations.
• Review & validate CCR calculation logic per regulatory expectations.
• Prepare BRDs, FSDs & validation documents with stakeholder sign‑off.
• Strong knowledge of CCR frameworks: SA‑CCR, CEM, IMM, RBI Basel rules.
• Hands‑on with derivatives, netting, collateral & margining.
• Exposure to CCR engine, data sourcing & data warehouse projects.
• Skilled in data analysis, SQL & Excel.
• Solid communication & documentation skills.

📌 Regulatory Reporting (Mumbai)
🏢 Deloitte
📍 Mumbai