Crisil – Lead Analyst – Large Exposure Reporting

Key Responsibilities:

– Lead business analysis efforts for Pillar 3 disclosures, large exposure reporting, and stress testing initiatives.

– Map out and document business processes, identifying areas for improvement and defining business and automated control requirements.

– Analyze and interpret regulatory requirements, particularly PRA CRR and related frameworks, and translate them into actionable business solutions.

– Perform data analysis on enterprise-sized databases using SQL and/or Python to ensure data integrity and support reporting requirements.

– Collaborate with stakeholders to define and implement counterparty credit risk and capital requirements solutions.

– Ensure effective implementation of credit risk mitigation techniques, including collateral haircuts and indirect exposure management.

– Support Agile project delivery through backlog refinement, user story creation, and stakeholder engagement.

– Drive the adoption of best practices in regulatory reporting, ensuring compliance with standards such as SA-CCR and stress testing methodologies.

Required Skills and Experience:

– Proven experience in COREP reporting, including Large Exposure Reporting and Pillar 3 disclosures.
– Hands-on experience with stress testing frameworks and processes (STDF)

– Strong knowledge of PRA CRR regulations and capital requirements.

– Expertise in data analysis using tools such as SQL and Python.

– Wholesale banking exposure, with a focus on counterparty credit risk.

– Familiarity with counterparty data structures, entity resolution, and data aggregation techniques.

– Knowledge of credit risk mitigation methods, including collateral haircuts and indirect exposures.

– Experience with the standardised approach for Counterparty Credit Risk (SA-CCR).

– Agile project delivery experience, including working within cross-functional teams.

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