13 Frtb Jobs

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Senior Associate Job Description & Summary Candidate must have good communication skills, and have worked as a Data Analysts/ Data Quality Analysts in area of Investment Banking or Capital Markets. Good exposure to data analysis and must be able to handle large volumes of data coming from multiple systems as Vendors (e.g., Bloomberg, Reuters etc.), Exchanges and internal systems. Must understand data quality concepts such as accuracy, completeness, validity etc. Good data analysis skills using SQL for data cleaning, data quality checks, data profiling etc. Knowledge of Data Governance concepts is good to have. (Note: Please pay attention to domain. We would appreciate candidates coming from Capital Market or IB background - No domestic bank/NBFCs. Must be familiar with data quality check rules of Derivatives, Fixed Income, Equity, Mutual fund, Hedge funds etc. People from Reference data background, and good in DQ checks using SQL will be ideal) Why PWC At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firms growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. " Job Description & Summary: PwC India is seeking a highly skilled professional to join our team. The Professional will be responsible for developing and implementing effective risk management strategies for our clients. Responsibilities Collaborate with stakeholders to translate business needs into functional specifications while managing expectations and ensuring effective communication across teams. Stay abreast of industry trends, regulations, and best practices relevant to risk management. Demonstrate expertise in risk transformation techniques such as change management, stakeholder management, and business analysis. Familiarity with essential artifacts like Business Requirements Documents (BRD), Functional Specifications Documents (FSD), Gantt Chart, RACI Matrix, and Requirements Traceability Matrix (RTM) is desired. Experienced in Agile methodologies and Scrum teams, with familiarity in tools like JIRA, Confluence, Rally, and Azure DevOps. Possess practical experience in financial products such as derivatives, fixed income, foreign exchange (FX), equities, etc. Display a strong understanding of trade lifecycles, global regulations, and trading/investment banking processes. Operate proficiently within both agile and waterfall project methodologies, comprehending the specific deliverables required for each methodology. Conduct thorough market risk assessments for clients and develop robust risk management strategies. Exhibit exceptional attention to detail and maintain high-quality standards in documentation, processes, and control environments. Ability risk metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Expected Exposure (EE), EEPE, etc. Strong understanding alue at Risk (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma method), Monte Carlo) for linear instruments and derivative products, VaR mapping, back-testing VaR, Expected Shortfall, Market risk Stress testing Loss estimation, RWA calculation, Sensitivity & Scenario analysis. Bring experience working as a Senior Business Analyst/Lead Business Analyst on projects involving climate risk, cloud migration, IFRS9, CVA, risk calculation, back-testing methodologies, FRTB, and regulatory reporting (e.g., EMIR, CFTC, MIFID, SFTR). Contribute to regulatory transformation projects focused on Basel 2.5/3/4. Possess outstanding communication and stakeholder management skills. Requirements: Hold a bachelors or masters degree in a relevant field. Demonstrate proficiency in data analysis, data migration, data validation, and data manipulation. Exhibit strong soft skills, including effective communication, team collaboration, and client engagement. Possession of FRM certification would be advantageous. Mandatory Skill Sets Market Risk BA Preferred Skill Sets Strong BA, with experience in requirement lifecycle management, BRD, Gap analysis, UAT - Agile and Waterfall' Years Of Experience Required 3 to 6 Years Education Qualification Graduation/Post Graduation Education (if blank, degree and/or field of study not specified) Degrees/Field of Study required: Master Degree, Bachelor Degree Degrees/Field Of Study Preferred Certifications (if blank, certifications not specified) Required Skills Marketing Optional Skills Tableau (Software) Desired Languages (If blank, desired languages not specified) Travel Requirements Not Specified Available for Work Visa Sponsorship No Government Clearance Required No Job Posting End Date Show more Show less

We want to shape the future with vision and innovation. Be part of it and develop your full potential! As part of the global NTT DATA Group, one of the most successful IT service providers in the world, we specialize in value-added SAP solutions as NTT DATA Business Solutions. With over 16,000 employees in more than 30 countries, we design, implement, and develop custom-fit SAP solutions for our global customers. Would you like to take the next step in your career and be part of our highly qualified team Are you ready to break new ground Job Title: Murex BA Experience Level: 7+ years Location: Bangalore/Chennai/Noida/Hyderabad Required Skills and Experience: ? Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation. ? Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM (Standard Initial Margining Model), xVA is preferred. ? Candidate must have thorough understanding of regulation on Minimum requirement of Market Risk capital charge ? Must have working understanding of Murex module with atleast 7 years of specific experience in MRE, MRA, Murex Limit Controller and Simulation and pricing modules ? Other good to have skill sets include margining, collateral or related credit risk methodologies ? Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organizations treasury product systems. ? Strong team player with excellent communication & inter-personal skills. ? Strong problem solver who can question and understand proposed solutions and business drivers. ? Strong organizational and leadership skills Show more Show less

You will be a part of KPMG India, a professional services firm affiliated with KPMG International Limited, with offices in various cities across the country. Your role will involve working on Model Validation and Model Development related to Market Risk. You should have proven experience in market risk, risk modeling, or model validation, and be familiar with assessing the conceptual soundness and methodology of models such as Value at Risk, Counterparty Risk Exposure models, Pricing of derivatives, and Stress Test Models. Your responsibilities will include producing high-quality model validation reports, understanding regulations and guidelines for model risk management, and assessing the appropriateness of input data, model assumptions, and parameters. You will also be required to review outcomes, perform benchmark analysis, and identify model limitations. Proficiency in programming languages like SAS, R, Python, and a fair understanding of SQL, along with proficiency in Microsoft Word, Excel, Visio, PowerPoint, and Latex will be advantageous. As part of KPMG India, you will have the opportunity to work with national and international clients across various sectors, providing industry-focused and technology-enabled services based on global and local industry knowledge and experience of the Indian business environment.,

Inviting applications for the role of Business Analyst with Market Risk-Manager In this role, role you will be responsible to provide a single point end to end accountability for the project oversight, reporting to project management team, establish working relationship with technology partners etc. We are seeking an experienced Agile Business Analyst (BA) Manager /Senior Manager to join our team for Market Risk. The ideal candidate will have a strong background in market risk VaR, FRTB, back testing and PnL attribution and market risk stress testing. Responsibilities Conduct impact assessments and define business solutions to support regulatory enhancements and internal risk transformation programs. Support implementation of enhancements to risk models, reporting frameworks, and attribution methodologies. Participate in the design and execution of testing strategies including functional testing, back testing, and model validation. Perform detailed analysis of risk and PnL data to support attribution analysis and ensure data integrity across systems. Collaborate on the migration of legacy models and platforms to modernized risk infrastructure. Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow Diagrams etc.) 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. Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trend, recommends adjustments that address or capitalize on these changes.) Qualifications we seek in you! Minimum Qualifications / Skills Relavant experience as a Business Analyst

Role description: Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams etc.) 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. Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, 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.) Skills, experience, qualifications and knowledge required: Strong understanding of capital market products and derivatives across asset classes Good knowledge of the Market Risk domain with project experience in areas like computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc. Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards Ability to operate in both agile and waterfall style project methodologies and have an understanding of 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) Detailed knowledge of all Microsoft Office products, i.e. 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, prioritisation 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. Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.

As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. Furthermore, you will play a pivotal role in prioritizing and breaking down system deliverables across various applications constituting the strategic risk analytical platform. Your expertise will be instrumental in guiding development teams by articulating business objectives and requirements, aiding in decision-making processes related to implementation specifics. To excel in this role, you should possess a strong grasp of concepts such as VaR, Value at Risk, ES, Expected Shortfall, derivatives pricing, and financial products. A profound understanding of market and counterparty risk processes, methodologies, and regulatory frameworks is essential. Your skill set should include proficiency in business analysis, problem-solving, effective communication, and presentation. Additionally, familiarity with software development lifecycle methodologies, particularly waterfall and Agile, is advantageous. Moreover, you must have experience in data analysis, database utilization, and data modeling. Proficiency in SQL, Python, Pyspark, or similar tools for data analysis and drill-down capabilities is mandatory. Prior leadership experience within a team and knowledge of product management, backlog creation, roadmap execution, and team leadership are highly beneficial in this role.,

You will be responsible for participating in the development and maintenance of regulatory and internal risk models such as IMM, VaR, IRC, CRM, and Regulatory CVA. Your tasks will include theoretical modeling, empirical testing, historical back-testing, statistical analysis of market data, numerical implementations, model documentation, supporting risk applications, and providing analytical assistance to Risk Managers. In addition, you will be managing a local team to ensure smooth integration and strong cross-regional engagement with global teams. Your key accountabilities will involve applying cutting-edge quantitative risk methodologies to enhance Market and Counterparty credit risk monitoring, developing computational methods and mathematical models, researching and implementing quantitative solutions for financial product pricing and risk management, performing computations and assessing numerical implementations, validating pricing models, implementing analytics models within Python library, building optimization tools, defining data requirements, and collaborating effectively with colleagues across different time zones. You must possess strong communication and presentation skills to effectively engage with stakeholders and colleagues. Your decision-making and problem-solving abilities will be crucial in evaluating alternatives, making decisions about the best approach, and achieving consensus. As a quantitative analyst, you will need to be a strong leader, excellent communicator, team player, and creative thinker. Essential qualifications for this role include a Masters degree, PhD, or foreign equivalents in Mathematics, Computer Science, Physics, Statistics, or a related quantitative field, along with 7-10 years of experience in a financial quantitative analyst or financial software developer/engineer role. Desirable skills include experience in counterparty/market risk development, knowledge of financial products, analytic skills, programming skills, and familiarity with VaR-type models, statistics, and pricing models. Your main purpose will be to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics for business decision-making. Collaborating with technology, developing high-performing analytics solutions, implementing models, providing ongoing support, and ensuring compliance with risk management policies are some of the key responsibilities associated with this role. As a Director, you will manage a business function, contribute to strategic initiatives, lead a team, provide expert advice, manage resourcing and budgeting, escalate policy breaches, ensure compliance, and focus on external relationships. Your leadership behaviors will be crucial in creating an environment for colleagues to excel, following the LEAD principles of Listening, Energizing, Aligning, and Developing others. Demonstrating Barclays Values and Mindset will also be expected from all team members.,

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. Roles And Responsibilities Model Validation, Model Development (Market Risk): Proven experience in market risk, risk modeling or model validation. Assess the model's conceptual soundness and methodology. Models Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit derivatives , FRTB (SA & IMA), Stress Test Models - CCAR etc. Produce high quality model validation reports, with a particular focus on noting limitations, weaknesses, and assumptions. Strong understanding of regulations and guidelines like SR 11-7 or other equivalent guidelines for model risk management. Assess the models conceptual soundness and methodology. Check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as qualitative or expert adjustments etc. Review outcome, impact, or benchmark analysis, or develop/ validate a benchmark model (as applicable) Assess model risk, perform model robustness analysis, and identify and evaluate model limitations. Programming skills like: SAS, R, Python. Expertise in at least one of these programming languages would be an added advantage. Fair understanding of SQL. Proficient in Microsoft Word, Excel, Visio, and PowerPoint and Latex Equal employment opportunity information ,

Req ID: 329080 NTT DATA strives to hire exceptional, innovative and passionate individuals who want to grow with us. If you want to be part of an inclusive, adaptable, and forward-thinking organization, apply now. We are currently seeking a Murex Functional SME to join our team in Bangalore, Karn?taka (IN-KA), India (IN). Key Responsibilities Experience : 7+ years Manage and analyse business requirements into a solution design, managing user requirements workshops and formulation of an overall solution design, modelling transactions through the system to ensure that the business requirements are met. Hands-on Techno-Functional role to analysis and propose solutions for business issues, process changes and functional requirements. Work with different technology teams across infrastructure, and other divisions to deliver system solutions for the business. Collaborate with stakeholders on their priorities, needs as well as system improvements. Build a strong relationship and manage expectations with users and stake holders Requirements: Functional Requirement Experience working in the financial industry with relevant experience in business analysis or in core Market Risk module and project implementation. Previous experience on implementing Fundamental Review of Trading Book (FRTB SA and IMA) SIMM(Standard Initial Margining Model), xVA is preferred. Candidate must have thorough understanding of regulation on Minimum requirement of Market Risk capital charge Must have working understanding of Murex module with atleast 7 years of specific experience in MRE, MRA, Murex Limit Controller and Simulation and pricing modules Other good to have skill sets include margining, collateral or related credit risk methodologies Experience in managing and delivery of trading platforms for Treasury products on a global scale, integrated within the organizations treasury product systems. Strong team player with excellent communication & inter-personal skills. Strong problem solver who can question and understand proposed solutions and business drivers. Strong organizational and leadership skills About NTT DATA NTT DATA is a $30 billion trusted global innovator of business and technology services. We serve 75% of the Fortune Global 100 and are committed to helping clients innovate, optimize and transform for long term success. As a Global Top Employer, we have diverse experts in more than 50 countries and a robust partner ecosystem of established and start-up companies. Our services include business and technology consulting, data and artificial intelligence, industry solutions, as well as the development, implementation and management of applications, infrastructure and connectivity. We are one of the leading providers of digital and AI infrastructure in the world. NTT DATA is a part of NTT Group, which invests over $3.6 billion each year in R&D to help organizations and society move confidently and sustainably into the digital future. Visit us at NTT DATA endeavors to make accessible to any and all users. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact us at . This contact information is for accommodation requests only and cannot be used to inquire about the status of applications. NTT DATA is an equal opportunity employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or protected veteran status. For our EEO Policy Statement, please click . If you'd like more information on your EEO rights under the law, please click . For Pay Transparency information, please click.

I am hiring this profile for one of our Consulting client. This role can operate from multiple locations like Mumbai, Pune, Chennai, Bangalore & Gurgaon. Role Overview We are seeking a Market Risk Manager with deep expertise in Market Risk Analytics, FRTB, Derivatives Pricing, Treasury Analytics, Regulatory Compliance, and Risk Framework Development. The ideal candidate will have prior consulting experience, a strong grasp of client-facing engagements, and the willingness to travel to the Middle East for short- to medium-term projects. This role involves working closely with financial institutions to support market risk-related projects, assist in regulatory compliance (Basel III/IV, FRTB, ICAAP), and engage in stakeholder collaboration to integrate risk models into decision-making processes. Strong communication skills and a collaborative attitude are critical for success. Role & responsibilities: Market Risk Modelling and Documentation Valuation of financial instruments including Fixed Income, Equity, Structured Products, and Derivatives. Development and enhancement of models for FRTB, market risk capital charge, pricing models, and VaR. Draft and maintain business requirement documentation (BRD) and technical/model documentation. Framework Development & Regulatory Compliance Design and implement market risk frameworks including risk policies, monitoring limits, and risk appetite statements. Support clients in achieving regulatory compliance under Basel III/IV, FRTB, and ICAAP. Develop internal stress testing methodologies aligned with enterprise risk management practices. Client Engagement & Delivery Act as a consultant to financial institutions for model integration, risk reporting, and strategic risk initiatives. Contribute to proposal development, thought leadership, and client presentations. Provide mentorship to junior team members and act as an SME in market risk and model development. Preferred candidate profile: Candidates with Big4 experience will be preferred first Masters or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or related field. Certifications such as CFA, FRM, or Actuarial credentials are an advantage. Minimum 6 years of experience in market risk, with strong preference for candidates with prior consulting experience (Big 4 or equivalent) Exposure to all or some of FRTB, VaR, Derivatives pricing, Treasury management and related Regulatory frameworks o Demonstrate strong verbal and written communication skills during client interactions, documentation, and workshops. Be open to frequent travel to the Middle East to deliver onsite consulting engagements. o Proficiency in Python, R, or SAS for model development and data analytics. Familiarity with platforms such as Murex, Bloomberg, Calypso, or SAS.

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Assistant Manager/Manager/Sr. Manager, Model Validation In this role, you will be responsible for model development, implementation & documentation Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary. Your activities will include, but will not be limited to the following: . Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines . Exhaustive model validation will include conceptual assessment of model&rsquos use, methodology, assumptions, limitations and on-going monitoring and control, model&rsquos outcome analysis . Development of benchmark models may be required. . Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques . Prepare model validation report summarizing findings and provide recommendations Qualifications we seek in you! Minimum Qualifications / Skills . Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Relevant experience in Banking or Capital Markets, with experience in market risk model validation. . Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines - SR 11-7, FRTB, Stress Testing, Basel III IMA, CAR: Chapter 9,etc. . Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. . Knowledge of VaR, Expected Shortfall or Counterparty Credit Risk modelling. . Knowledge of product valuation in any of Fixed Income or Derivatives . Knowledge of stochastic models such as Black Scholes, Hull & White, SABR etc) will be added advantage. . Working knowledge of Excel, Python/R in this field. . Good communication/presentation skills - written & verbal . Self-driven, proactive, &ldquocan-do attitude. Ability to work under ambiguity and with minimal supervision Preferred Qualifications/ Skills . Strong networking, negotiation and influencing skills . Some understanding and experience in at least one of the regulatory risk modeling/validation guidelines - SR 11-7, FRTB etc Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com . Follow us on Twitter, Facebook, LinkedIn, and YouTube. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a %27starter kit,%27 paying to apply, or purchasing equipment or training.

Genpact (NYSE: G) is a global professional services and solutions firm delivering outcomes that shape the future. Our 125,000+ people across 30+ countries are driven by our innate curiosity, entrepreneurial agility, and desire to create lasting value for clients. Powered by our purpose - the relentless pursuit of a world that works better for people - we serve and transform leading enterprises, including the Fortune Global 500, with our deep business and industry knowledge, digital operations services, and expertise in data, technology, and AI. Inviting applications for the role of Assistant Manager/Manager/Sr. Manager, Model Validation In this role, you will be responsible for model development, implementation & documentation Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of risk and regulatory models across business functions, and development of challenger models as necessary. Your activities will include, but will not be limited to the following: . Independent model validation, especially comprehensive model validation within 2nd line of defense, using SR 11-7 or similar guidelines . Exhaustive model validation will include conceptual assessment of model&rsquos use, methodology, assumptions, limitations and on-going monitoring and control, model&rsquos outcome analysis . Development of benchmark models may be required. . Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques . Prepare model validation report summarizing findings and provide recommendations Qualifications we seek in you! Minimum Qualifications / Skills . Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering or FRM / CQF Level 1 . Relevant experience in Banking or Capital Markets, with experience in market risk model validation. . Good understanding and experience in at least one of the regulatory risk modeling / validation guidelines - SR 11-7, FRTB, Stress Testing, Basel III IMA, CAR: Chapter 9,etc. . Exposure to any treasury system such as Murex, Calypso etc. or market data providers such as Bloomberg and Reuters. . Knowledge of VaR, Expected Shortfall or Counterparty Credit Risk modelling. . Knowledge of product valuation in any of Fixed Income or Derivatives . Knowledge of stochastic models such as Black Scholes, Hull & White, SABR etc) will be added advantage. . Working knowledge of Excel, Python/R in this field. . Good communication/presentation skills - written & verbal . Self-driven, proactive, &ldquocan-do attitude. Ability to work under ambiguity and with minimal supervision Preferred Qualifications/ Skills . Strong networking, negotiation and influencing skills . Some understanding and experience in at least one of the regulatory risk modeling/validation guidelines - SR 11-7, FRTB etc Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com . Follow us on Twitter, Facebook, LinkedIn, and YouTube. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a %27starter kit,%27 paying to apply, or purchasing equipment or training.

Ready to shape the future of work At Genpact, we don&rsquot just adapt to change&mdashwe drive it. AI and digital innovation are redefining industries, and we&rsquore leading the charge. Genpact&rsquos AI Gigafactory, our industry-first accelerator, is an example of how we&rsquore scaling advanced technology solutions to help global enterprises work smarter, grow faster, and transform at scale. From large-scale models to agentic AI, our breakthrough solutions tackle companies most complex challenges. If you thrive in a fast-moving, tech-driven environment, love solving real-world problems, and want to be part of a team that&rsquos shaping the future, this is your moment. Genpact (NYSE: G) is an advanced technology services and solutions company that delivers lasting value for leading enterprises globally. Through our deep business knowledge, operational excellence, and cutting-edge solutions - we help companies across industries get ahead and stay ahead. Powered by curiosity, courage, and innovation, our teams implement data, technology, and AI to create tomorrow, today. Get to know us at genpact.com and on LinkedIn, X, YouTube, and Facebook. Inviting applications for the role of Manager- Market Risk- Business Analyst In this role, role you will be responsible to provide a single point end to end accountability for the project oversight, reporting to project management team, establish working relationship with technology partners etc. We are seeking an experienced Agile Business Analyst (BA) Manager /Senior Manager to join our team for Market Risk. The ideal candidate will have a strong background in market risk VaR, FRTB, back testing and PnL attribution and market risk stress testing. Responsibilities . Conduct impact assessments and define business solutions to support regulatory enhancements and internal risk transformation programs. . Support implementation of enhancements to risk models, reporting frameworks, and attribution methodologies. . Participate in the design and execution of testing strategies including functional testing, back testing, and model validation. . Perform detailed analysis of risk and PnL data to support attribution analysis and ensure data integrity across systems. . Collaborate on the migration of legacy models and platforms to modernized risk infrastructure. . Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Workflow Diagrams etc.) . 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. . Must have the ability to work with a team and train people on various subjects, structure the project . governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project. . Prepare project reports (weekly project update, monthly status update, highlighting risks, resource . utilization, analyses trend, recommends adjustments that address or capitalize on these changes.) Qualifications we seek in you! Minimum Qualifications . Relevant of experience as a Business Analyst within Market Risk or Risk Technology in an investment bank or similar financial institution. . Strong understanding of market risk concepts such as VaR, sensitivities, stress testing, back testing, and PnL attribution. . Familiarity with regulatory frameworks such as Basel (2.5/III) and capital calculation methodologies is a plus. . Knowledge of capital regulations (FRTB and Standardized approaches) . Sound understanding of financial products and risk methodology across all asset classes. . Ability to operate in both agile and waterfall style project methodologies and have an understanding of 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). . Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio. . Proficiency in data analysis, virtualization and BI solutions - SQL, Python, Denodo, Dremio, PowerBI , Alteryx, Tableau etc. . Excellent Communication, Organization and Documentation Skills. . Flexibility (Openness to Change) - 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 &ldquobest practice approaches to functional testing especially User Acceptance Testing. . Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating . model changes. Preferred Qualifications/ Skills . Relevant experience: Proven experience as a business analyst within market risk or risk technology in an investment bank or similar financial institution. . Market risk expertise: Strong understanding of market risk concepts, including value at risk (VaR), sensitivities, stress testing, back testing, and profit and loss (PnL) attribution. . Regulatory knowledge: Familiarity with regulatory frameworks such as Basel 2.5/III and capital calculation methodologies. Knowledge of capital regulations like the Fundamental Review of the Trading Book (FRTB) and standardized approaches is advantageous. . Financial product understanding: Sound knowledge of financial products and risk methodology across all asset classes. . Project methodologies: Ability to operate in both agile and waterfall project methodologies, with a clear understanding of deliverables required for each approach. . Attention to detail: High-quality standards in documentation, processes, and control environments. . Systems delivery lifecycle: Experience in the full end-to-end systems delivery lifecycle (SDLC). . Technical proficiency: Detailed knowledge of Microsoft Office tools (Word, Excel, PowerPoint, Project, Visio). Proficiency in data analysis, virtualization, and business intelligence solutions such as SQL, Python, Denodo, Dremio, Power BI, Alteryx, and Tableau. . Communication and organization: Excellent communication, organization, and documentation skills. . Adaptability: Flexibility to adapt effectively to changing plans, domains, and priorities. Open to change when faced with shifting project constraints. . Ambiguity management: Ability to deal comfortably with ambiguity and stay focused on achieving goals despite obstacles or adverse circumstances. . Follow-through: Rigorous follow-up on commitments to achieve results. . Testing expertise: Demonstrable understanding of best practices for functional testing, especially user acceptance testing (UAT). . Process improvement: Ability to identify inefficiencies in processes and suggest ideas for automation or operating model changes. Why join Genpact . Be a transformation leader - Work at the cutting edge of AI, automation, and digital innovation . Make an impact - Drive change for global enterprises and solve business challenges that matter . Accelerate your career - Get hands-on experience, mentorship, and continuous learning opportunities . Work with the best - Join 140,000+ bold thinkers and problem-solvers who push boundaries every day . Thrive in a values-driven culture - Our courage, curiosity, and incisiveness - built on a foundation of integrity and inclusion - allow your ideas to fuel progress Come join the tech shapers and growth makers at Genpact and take your career in the only direction that matters: Up. Let&rsquos build tomorrow together. Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values respect and integrity, customer focus, and innovation. Furthermore, please do note that Genpact does not charge fees to process job applications and applicants are not required to pay to participate in our hiring process in any other way. Examples of such scams include purchasing a %27starter kit,%27 paying to apply, or purchasing equipment or training.