Assistant Manager - Counterparty Credit Risk at KPMG

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

22 Jul, 26

Salary

0.0

Posted On

23 Apr, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Counterparty Credit Risk, SA-CCR, OTC Derivatives, SFTs, Financial Modeling, Data Validation, Regulatory Compliance, Basel III, Basel IV, Risk Analysis, SAS, R, Python, SQL, Financial Analysis, Credit Risk Management

Industry

Business Consulting and Services

Description

About KPMG in India KPMG entities in India are professional services firm(s). These Indian 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 national 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 Indian business environment. · Review the SA‑CCR Calculations & Implementation · Perform SA‑CCR exposure calculations for OTC derivatives, SFTs, FX, interest rate products, and cleared trades. · Review and validate trade‑level attributes: replacement cost, PFE, hedging sets, supervisory factors, netting sets, and collateral impacts. Model Review & Data Validation · Ensure alignment with global regulatory requirements: Basel III, Basel IV, BCBS, RBI, FCA, OCC, etc · Prepare documentation and respond to regulatory/audit queries. · Risk Analysis & Exposure Monitoring · Analyze counterparty exposure trends, sensitivity changes, and capital impact under SA‑CCR. · Work closely with Credit Risk, Market Risk, Treasury, and Front Office on exposure drivers. · Conduct data quality checks, trade attribute validation, and exception management. · Partner with Model Validation teams for conceptual soundness, back-testing, and benchmarking. · Review and enhance methodologies for netting, collateral, and margining. · Collaborate with Technology, Front Office, Operations, and Regulatory Reporting teams to resolve data gaps and improve exposure computation. · Participate in global SA‑CCR remediation, transformation, and optimization projects. Equal employment opportunity information KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.

Responsibilities

The Assistant Manager will perform SA-CCR exposure calculations for various financial products and ensure alignment with global regulatory requirements. They will also conduct risk analysis, monitor exposure trends, and collaborate with cross-functional teams to resolve data gaps and improve computation methodologies.