Assistant Manager/Deputy Manager - Market Risk - Big4

Overall Job Purpose: The role is for one of our MNC clients (one of the big 4) for supporting & leading the projects leveraging on market risk management.

The Banks are heavily exposed to market risk on account of the investment and hedging activities being undertaken by them. To manage the risk arising from trading activities, the Banks have setup market risk management framework including both qualitative (policies, procedures, MIS, governance) and quantitative (valuation, VaR, S-Var, stress testing, back-testing, limit management tools) for quantification of market risk. Regulatory changes have made it important for the banks to provide capital and buffers to support the trading activities. With introduction of FRTB and Indian regulator keen on introducing the same, the Banks will need to adhere to regulatory requirements.

Our client is looking at candidates in the market risk space who can demonstrate

- Comprehensive understanding of quantitative aspects of market risk management

- Excellent quantitative skill-set and demonstrate strong application.

- Support in enhancing current solutions and/or developing new solutions based on market needs and client requirements

- Support in developing marketing collateral, Thought Leadership and proposals

- Actively engage in client relationship management

- Good interpersonal skills including excellent communications skills (both oral and written)

Role: Assistant Manager / Deputy Manager

Location: Mumbai, Pune, Bangalore

Candidate profile :

- 2+ years of relevant experience in the Financial Risk Management domain / Consulting Firms.

- Degree in finance, mathematics, business administration or economics with at least 2 years of experience in market risk modeling or market risk model validation.

- Experience of working on platforms like Murex, SaS, Numerix et.c

- Financial Risk Management Services - market/treasury experience is a must.

- Good communication skills, High level of drive and resilience

- Ability to build relationships (internal and external).

- Other relevant certifications including MBA, CFA, FRM would be beneficial but not essential.

- Knowledge of Bloomberg/ Reuters would be an added advantage