Job Description & Summary: 

PwC India is seeking skilled resources with good understanding of different aspects of Business Analysis. The individual should have good knowledge around

Counterparty Credit Risk/Basel norms/Credit Risk.  

• Should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and test cases. 

• Ability to write multi-application test strategies, test plans, and detailed test cases with expected outcome. 

• Experience in understanding and interpreting the Exposure calculations – PE, EEPE, EE etc., PD/LGD calculation, and regulatory capital for Credit Risk. 

• Knowledge on Basel norms on computation of capital for Credit Risk assets across various asset classes and product types. 

• Knowledge on traded credit risk. 

Responsibilities: 

• The role demands a good level of understanding of Counterparty Credit Risk/Basel norms/Credit Risk along with strong hands-on experience in Change management and Business Analyst projects.  

• Responsibilities: 

• Perform a BA role for Counterparty Credit risk projects in Change Management and work with various stakeholders in understanding the requirements pertaining to Exposure calculation/Basel norms/Credit Risk. 

• Articulate the requirements into simpler, understandable statements through tools in the form of a Business Requirement Document (BRD), Functional Specification Document (FSD) etc. 

• Work with development team to model the requirements, and propose, calibrate, and implement appropriate assumptions. 

• Engage in constant and continuous communication with all the stakeholders to ensure smooth completion of tasks and report any deviations from proposed timelines. 

• Prepare and consolidate test cases across the capital calculations, including any adjustments, reconciliation, exception management, reporting, etc. 

• Review test cases ensuring completeness of UAT coverage & Change Management. 

• Collaborate seamlessly across various business units, integrating change management principles to ensure holistic alignment with organizational goals. 

• Prepare project reports and trackers highlighting risks, analyzing trends an recommendations /adjustments that address or capitalize on changes required. 

Mandatory skill sets: 

Counterparty Credit Risk 

Preferred skill sets: 

BASEL 

Years of experience required: 

4 to 7  Years 

Education qualification: 

Graduation or Post Graduation