Consultant | Market Risk | Mumbai | Regulatory & Financial Risk

• Strong knowledge of Market Risk Concepts and metrics (VaR/Value at Risk, Risk Sensitivities, FRTB, IRRB and Market Risk Quant)
• Basel, SAS, Reg Reporting and System implementation.
• Process improvisation using VBA/R/Python
• Stakeholder management and Query handling
• Knowledge of risk management strategies including derivative (Futers/Forwards, Options, Swaps)
• Stress testing and Scenario Analysis
• Valuation and Independent Price Verification
• Knowledge on Regulatory banking risk management guidelines, risk management practices
• Understanding of market risk infrastructure (Market Risk/Model Risk), Knowledge of SQL, R, Python, VBA etc.
• Academic qualifications Post graduate degree with CFA/FRM preferable; or qualified CFA/FRM with a Graduate Degree

• Within the SRT practice, the Analytics group is designed to take a risk based, analytics approach help clients improve performance and operating efficiency.
• We work closely and collaboratively with our clients, providing the full range of analytics services. Supporting statutory and Internal Auditors to be effective and efficient through usage of analytics. Beyond this, significant part of the services is in Risk Assessment, Control Compliance, CFO dashboard, solving business problem through analytics for respective Industry vertical through CCM / CTM, Contract Risk and Compliance

Key Job Responsibilities

• Help build the machine learning capability credential for analytics practice and operationalize the integration with other existing market offerings. Also responsible for the following on an ongoing basis
• Understand business requirements to translate into analytics construct
• Manage large volumes of structured and unstructured data
• Help deploy analytics solutions and enable tracking of business outcomes
• Keep up with cutting edge machine learning and deep learning analytics techniques and tools
• Mitigate the risks associated with successful project completion.

• Graduates (B.Tech / B.E) with relevant experience can also be considered.
• M.Sc.IT, MBA, M.Tech, MCA, Any PG
• Others - Certifications: Machine learning/Deep learning certifications, GitHub portfolio, Kaggle Profile, Hackerrank profile or any other

• Builds own understanding of our purpose and values; explores opportunities for impact
• Demonstrates strong commitment to personal learning and development; acts as a brand ambassador to help attract top talent
• Understands expectations and demonstrates personal accountability for keeping performance on track
• Actively focuses on developing effective communication and relationship-building skills
• Understands how their daily work contributes to the priorities of the team and the business