UBSPune Division, Maharashtra, IndiaOn-siteFull-time0–5 years
Listing expiry: 21 October 2026
About the role
Role Overview
Support the accuracy, validation, and control of regulatory capital calculations for credit risk and counterparty credit risk exposures. The role involves calculating and reviewing risk-weighted assets (RWA), analyzing regulatory capital movements, and documenting findings in accordance with established methodologies, policies, and controls.
Key Responsibilities
- Perform independent recalculations, validation, and reasonableness checks of credit risk and counterparty credit risk exposures and risk-weighted assets.
- Perform SA-CCR and FCCM calculations for derivatives and securities financing transactions, and support RWA calculations under IRB and standardized approaches.
- Assess regulatory capital treatment for commercial lending, equities, OTC derivatives, exchange-traded derivatives, securities financing transactions, and other relevant products.
- Support analysis of structured transactions and securitization-related exposures, including SEC-IRBA and SEC-SA calculations.
- Analyze RWA movements and identify regulatory drivers, including changes in trade populations, netting sets, CSA terms, collateral balances, and regulatory add-ons.
- Identify and escalate unusual movements, data-quality issues, and methodological deviations, supported by clear analysis and documentation.
- Use sound judgment when applying AI tools to validate outputs against policies, risk standards, and ethical-use requirements.
- Perform reconciliations, variance analysis, and control checks, documenting findings and supporting audit-ready outputs.
- Communicate analysis and observations clearly and escalate issues appropriately to senior colleagues and stakeholders.
Qualifications & Experience
- Up to 5 years of relevant experience.
- Preferably a Chartered Accountant qualification, progress toward CFA or FRM certification, or a graduate or postgraduate qualification from a leading business school.
- Foundational understanding of Basel III and Basel IV regulatory capital frameworks, including counterparty credit risk concepts such as exposure at default, RWA, netting, collateral, and add-ons.
- Working knowledge of counterparty credit risk methodologies, including SA-CCR and FCCM, and their application to OTC derivatives, exchange-traded derivatives, and securities financing transactions.
- Understanding of IRB and standardized approaches for credit risk RWA, with awareness of securitization capital concepts, including SEC-IRBA and SEC-SA, and the treatment of structured or hedged transactions.
- Good understanding of financial products, particularly loans, equities, derivatives, and financing transactions, and how CSA terms, collateral, and netting affect regulatory exposure and capital outcomes.
- Strong analytical and control skills, including recalculation, variance analysis, reconciliations, identification of data-quality or methodology issues, documentation of findings, and support for audit-ready outputs.
- Semi-advanced to advanced skills in Microsoft Excel, Word, and PowerPoint, with confidence using AI tools such as Copilot.
- Effective communication skills and the ability to explain analysis clearly and escalate issues appropriately.
Additional Details
- The role is part of the Group Capital Adequacy and Controlling team.
- The team supports the accuracy, consistency, and control of regulatory capital calculations and analysis across credit risk and counterparty credit risk exposures.
- The employer describes itself as an equal opportunity employer committed to an inclusive workplace.