3,009 Market Risk jobs in India
Market Risk Analyst
Posted 16 days ago
Job Viewed
Job Description
PwC US, Risk Analytics Center of Excellence – Job Description
Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.
Market and Counterparty Risk Analytics Professional Job Specification:
Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.
Experience level 2-12 years of experience;
Location: Bangalore
Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:
- Independently built and managed quantitative market and counterparty risk analytical models
- Strong experience/knowledge in at least some of the following areas (in quant space)
o Counterparty Credit Risk (PFE, CVA, XVA)
o Pricing and valuation - Derivatives (across one or more asset classes)
o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)
o Market Risk Scenarios and Stress Testing
o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models
o Incremental default risk, specific risk charge and stressed VaR
o Worked on multiple Market Risk
Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool
- Strong experience/knowledge in at least some of the following areas (business knowledge)
o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations
o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc
o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.
o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.
- Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
- Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
- Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus
Non-functional skill requirements:
In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:
- Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
- Excellent oral and written communication skills
- Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
- Process orientation with strong technical skills and attention to detail
- Deep technical capabilities and industry knowledge of financial products
- Willingness to travel to meet client needs, as needed
Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus
Additional Requirement for Senior Positions:
Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:
- Proven consulting skills to structure vague problems at hand and conceptualizing solutions
- Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
- Experience in supporting sales pursuits for risk analytics offerings and solutions
- Ability to manage multiple engagements simultaneously along with leading people and initiatives
- Strong conceptual understanding of various functional/technical skills
- Ability to drive innovation and thought leadership in the risk management domain
- Intellectual property, patents and exclusive rights on any innovative solution is a plus
Market Risk Analyst
Posted 2 days ago
Job Viewed
Job Description
PwC US, Risk Analytics Center of Excellence – Job Description
Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.
Market and Counterparty Risk Analytics Professional Job Specification:
Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.
Experience level 2-12 years of experience;
Location: Bangalore
Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:
- Independently built and managed quantitative market and counterparty risk analytical models
- Strong experience/knowledge in at least some of the following areas (in quant space)
o Counterparty Credit Risk (PFE, CVA, XVA)
o Pricing and valuation - Derivatives (across one or more asset classes)
o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)
o Market Risk Scenarios and Stress Testing
o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models
o Incremental default risk, specific risk charge and stressed VaR
o Worked on multiple Market Risk
Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool
- Strong experience/knowledge in at least some of the following areas (business knowledge)
o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations
o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc
o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.
o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.
- Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
- Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
- Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus
Non-functional skill requirements:
In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:
- Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
- Excellent oral and written communication skills
- Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
- Process orientation with strong technical skills and attention to detail
- Deep technical capabilities and industry knowledge of financial products
- Willingness to travel to meet client needs, as needed
Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus
Additional Requirement for Senior Positions:
Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:
- Proven consulting skills to structure vague problems at hand and conceptualizing solutions
- Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
- Experience in supporting sales pursuits for risk analytics offerings and solutions
- Ability to manage multiple engagements simultaneously along with leading people and initiatives
- Strong conceptual understanding of various functional/technical skills
- Ability to drive innovation and thought leadership in the risk management domain
- Intellectual property, patents and exclusive rights on any innovative solution is a plus
Senior - Market Risk
Posted today
Job Viewed
Job Description
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.
Roles And Responsibilities
Key Skills
Key qualifications
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. , MBA
Market Risk Analyst
Posted today
Job Viewed
Job Description
PwC US, Risk Analytics Center of Excellence – Job Description
Overview PwC is one of the most prestigious professional services firm in the world, serving as the auditor to nearly half of the world’s largest banks. PwC US Risk and Regulatory (R&R) comprises of a highly experienced team of risk management specialists supporting global financial institutions in their risk management initiatives. R&R has significant exposure to, and driver of, industry leading practices and has deep knowledge of regulatory expectations. R&R professional’s experience covers all financial model types, including those used to manage credit risk, market risk, operational risk and compliance risk—as well as those used for financial reporting, valuations and economic capital estimation. Risk Analytics Center of Excellence (CoE), is the India extension of R&R practice and provides key risk analytics services to global banks, investment firms, and asset management entities. It comprises of risk analytics professionals with stellar quantitative pedigree from premier institutions, industry certifications in CFA, FRM, PRM etc. and proven professional credentials in risk modeling and analytics at reputed financial institutions and consulting firms. As an integral part of PwC US R&R, Risk Analytics CoE drives risk analytics engagements, opportunity pursuits and cutting edge innovation using data science, Artificial Intelligence, Machine Learning and Deep Learning.
Market and Counterparty Risk Analytics Professional Job Specification:
Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.
Experience level 2-12 years of experience;
Location: Bangalore
Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:
- Independently built and managed quantitative market and counterparty risk analytical models
- Strong experience/knowledge in at least some of the following areas (in quant space)
o Counterparty Credit Risk (PFE, CVA, XVA)
o Pricing and valuation - Derivatives (across one or more asset classes)
o Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)
o Market Risk Scenarios and Stress Testing
o Development, prototyping and back-testing of Monte Carlo Credit Exposure Models
o Incremental default risk, specific risk charge and stressed VaR
o Worked on multiple Market Risk
Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool
- Strong experience/knowledge in at least some of the following areas (business knowledge)
o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations
o Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc
o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.
o Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc.
- Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.
- Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.
- Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus
Non-functional skill requirements:
In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:
- Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
- Excellent oral and written communication skills
- Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
- Process orientation with strong technical skills and attention to detail
- Deep technical capabilities and industry knowledge of financial products
- Willingness to travel to meet client needs, as needed
Educational Background: Desired candidate must have a master’s degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus
Additional Requirement for Senior Positions:
Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:
- Proven consulting skills to structure vague problems at hand and conceptualizing solutions
- Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently
- Experience in supporting sales pursuits for risk analytics offerings and solutions
- Ability to manage multiple engagements simultaneously along with leading people and initiatives
- Strong conceptual understanding of various functional/technical skills
- Ability to drive innovation and thought leadership in the risk management domain
- Intellectual property, patents and exclusive rights on any innovative solution is a plus
Associate Market Risk
Posted today
Job Viewed
Job Description
Job Title : Associate Market Risk
Experience : 1-2 Years
Location : Mumbai
Shift Timings: 11.30am to 9.30pm IST
Primary Responsibilities
- Risk Analysis using Stress Testing, VaR, Backtesting and other measures.
- Uploading and Analyzing sample prospective portfolios, comprising of several financial product types in Equities, Convertible Bonds, Corporate Bonds, Swaps (IRS/CDS), Options and Futures on Commodities/Index/Interest Rates/Currencies.
- This may involve searching for relevant tickers/identifiers for such products, using Bloomberg and other internal sources/databases.
- Analysing live client portfolios, highlighting risk issues/concerns, and recommending margin policy changes.
- Conducting Risk analysis for the various funds analysing factors like Liquidity, Concentration, etc.
- Senior Management Risk Reporting and Trend Analysis for the various businesses.
- Streamlining/Automation/Tool Building for Internal Risk Management.
- Liaising with the relevant regional stakeholders (Risk, Margin, Credit, IT, etc.) in terms of periodic risk deliverables.
- Participate in global risk projects in terms of requirements gathering, developing, testing and validation.
Required Skills
- Graduate degree in Mathematics or Engineering with strong analytical skills.
- Experience in the Finance industry.
- FRM / CFA
- In-depth understanding of Financial Products (Equities, Options, Futures, Bonds, Commodities, Rates, Credit) and good understanding of risk in such products.
- Working Knowledge in any of (VBA /Python/R) programming languages or ability to analyze large data sets using SQL/Excel/Power BI tools.
- Strong Analytical skills and hands-on approach to problem solving.
- Exceptional organizational skills and high degree of attention to detail.
- Enthusiasm to volunteer for planning, organizing, and participating in events held by the department and the Firm.
Manager - Market Risk
Posted today
Job Viewed
Job Description
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.
1. Good understanding of various Market Risk Products: Equity, Bond, Mutual Fund, Derivatives
2. Strong hands-on experience in SQL
3. Proven experience as Business Analyst
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.
1. MBA in Finance
2. CFA or FRM is a plus
3. CBAP certified is a plus
Manager - Market Risk
Posted today
Job Viewed
Job Description
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.
Job Title: BA -Market Risk
Function: Financial Risk Management
OVERVIEW
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.
Why Choose KPMG India?
• Dynamic Work Environment : Be a part of an innovative team that values creativity and fresh ideas.
• Growth Opportunities : We provide excellent training, mentorship, and career advancement.
• Attractive Benefits : Competitive salaries, health insurance, and more!
Role & Responsibilities
• Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagram)
• Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
• Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.
• Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program, business processes also must have the ability to work with a team and train people on various subjects, structure the project governance model and work together with regional counterparts to devise induction framework for all the resources entering into the project.
• Assist our stakeholder in Project Management for Medium to large scale projects.
• Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trend, recommends adjustments that address or capitalize on these changes.)
• Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
Experience required:
• Strong understanding of capital market products and derivatives across asset classes
• Good knowledge of the Market Risk Management domain areas such as VaR, ES and its computation methodologies.
• Experienced with Business Process Management tool - ARIS
• Good understanding of the Basel norms, particularly FRTB (SA and IMA Methodology) and Basel standards
• Experience working in Capital and RWA computations.
• Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
• Attention to detail and high-quality standards of documentation, processes, and control environment.
• Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.
• Detailed knowledge of all Microsoft Office products, Word, Excel, Power Point, Project, and Visio
• Proficiency in data analysis, virtualization, and BI solutions - SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
• Excellent communication, organization, prioritization, and documentation skills
• Flexibility - adapts effectively to changing plans, domains and priorities; Is open and flexible when faced
with changing project constraints
• Deals comfortably with ambiguity - Stays on target to complete goals regardless of obstacles or adverse circumstances.
• Rigorous follow ups through on all commitments to achieve results.
• Excellent and demonstrable understanding of "best practice" approaches to functional testing especially User Acceptance Testing.
Qualifications:
• Degree/ Qualified accountant/FRM with regulatory reporting background.
• CA/MBA(Finance)/ (stats)
• Certifications in CFA/ FRM
• A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (, Power BI) will be advantageous.
• Investment banking product knowledge and other regulatory development around IB
• SAS, Python
>> People BENEFITS
• Continuous learning program
• Driving a culture of recognition through 'ENCORE' our quarterly rewards and recognition program
• Comprehensive medical insurance coverage for staff and family
• Expansive general and accidental coverage for staff
• Executive Health checkup (Manager & above, and for staff above the age of 30)
• Les Concierge desk.
• Internal & Global mobility
• Various other people friendly initiatives
• Strong commitment to our Values such as CSR initiatives
The opportunity is now! If you are interested in being part of a dynamic team, serving clients and reaching your full potential - KPMG Advisory Services is for you!
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.
CA FRM
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Manager - Market Risk
Posted today
Job Viewed
Job Description
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.
Job Title: BA -Market Risk
Function: Financial Risk Management
OVERVIEW
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.
Why Choose KPMG India?
• Dynamic Work Environment : Be a part of an innovative team that values creativity and fresh ideas.
• Growth Opportunities : We provide excellent training, mentorship, and career advancement.
• Attractive Benefits : Competitive salaries, health insurance, and more!
Role & Responsibilities
• Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagram)
• Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
• Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.
• Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program, business processes also must have the ability to work with a team and train people on various subjects, structure the project governance model and work together with regional counterparts to devise induction framework for all the resources entering into the project.
• Assist our stakeholder in Project Management for Medium to large scale projects.
• Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trend, recommends adjustments that address or capitalize on these changes.)
• Run test management processes for medium to large scale projects (Test Strategy/Approach documentation, managing User Acceptance Testing, building test plans and test scenarios, building implementation plans.)
Experience required:
• Strong understanding of capital market products and derivatives across asset classes
• Good knowledge of the Market Risk Management domain areas such as VaR, ES and its computation methodologies.
• Experienced with Business Process Management tool - ARIS
• Good understanding of the Basel norms, particularly FRTB (SA and IMA Methodology) and Basel standards
• Experience working in Capital and RWA computations.
• Ability to operate in both agile and waterfall style project methodologies and understand deliverables required for each methodology.
• Attention to detail and high-quality standards of documentation, processes, and control environment.
• Experience in the full E2E systems delivery lifecycle (SDLC) / Agile framework.
• Detailed knowledge of all Microsoft Office products, Word, Excel, Power Point, Project, and Visio
• Proficiency in data analysis, virtualization, and BI solutions - SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc.
• Excellent communication, organization, prioritization, and documentation skills
• Flexibility - adapts effectively to changing plans, domains and priorities; Is open and flexible when faced
with changing project constraints
• Deals comfortably with ambiguity - Stays on target to complete goals regardless of obstacles or adverse circumstances.
• Rigorous follow ups through on all commitments to achieve results.
• Excellent and demonstrable understanding of "best practice" approaches to functional testing especially User Acceptance Testing.
Qualifications:
• Degree/ Qualified accountant/FRM with regulatory reporting background.
• CA/MBA(Finance)/ (stats)
• Certifications in CFA/ FRM
• A power user of Excel spreadsheet and PowerPoint. Acumen and demonstrated knowledge to use visualization tools (, Power BI) will be advantageous.
• Investment banking product knowledge and other regulatory development around IB
• SAS, Python
>> People BENEFITS
• Continuous learning program
• Driving a culture of recognition through 'ENCORE' our quarterly rewards and recognition program
• Comprehensive medical insurance coverage for staff and family
• Expansive general and accidental coverage for staff
• Executive Health checkup (Manager & above, and for staff above the age of 30)
• Les Concierge desk.
• Internal & Global mobility
• Various other people friendly initiatives
• Strong commitment to our Values such as CSR initiatives
The opportunity is now! If you are interested in being part of a dynamic team, serving clients and reaching your full potential - KPMG Advisory Services is for you!
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.
FRM / CA