37 Frtb Jobs

Join us as an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on ...

Risk Analyst - AVP Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Risk Analyst - AVP Location: Mumbai, India Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. Market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Rates asset class. The team operates a business/asset class and ris...

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 ...

As an AVP Quantitative Analytics Market Risk Modeler at Barclays Quantitative Analytics Team, you will play a crucial role in driving innovation and excellence by developing best-in-class credit risk models using industry-leading model development frameworks and methodologies. You will work in a global quant team with regulators across the world and cutting-edge technology to revolutionize digital offerings and ensure unparalleled customer experiences. **Key Responsibilities:** - Develop credit risk models focusing on FRTB, VaR, Expected Shortfall (ES), BASEL, Monte Carlo Simulation, Stress Testing, Exposure Modeling, CVA, Pricing Models, Desk Quants and Strategists, Black-Scholes, Economic ...

Job Summary: The Axiom Consultant will be responsible for end-to-end design, development, and implementation of AxiomSL regulatory reporting solutions across multiple modules, including ControllerView, LineageView, GSD, T&T, Liquidity, Basel IV, IFRS, FDIC 370, FRTB, and FINSTAT . The role requires strong technical expertise in AxiomSL and deep understanding of banking regulatory frameworks to ensure compliance and accurate delivery of reports. Key Responsibilities: Design, develop, and configure reports using AxiomSL ControllerView and related modules (LineageView, GSD, T&T) Work closely with business stakeholders to interpret regulatory requirements (Liquidity, Basel IV, IFRS, FDIC 370, FR...

Key skills and responsibilities: Candidate work as part of a team with extensive consulting and industry experience, helping our clients solve their complex business issues from strategy, implementation of regulatory change, regulatory gap analysis, remediation of compliance gaps, and responding to regulatory developments. Specific responsibilities include but are not limited to: Working as part of a project team day-to-day liaison with clients Identifying the impact of prudential regulatory change and supporting clients to adapt to the challenges a new regulatory landscape presents – Working on projects relating to various components of regulatory calculation and reporting under Pillar 1 (e...

Risk Senior Specialist, AVP Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Risk Senior Specialist, AVP Location: Mumbai, India Corporate Title: AVP Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Bank's senior management. Market risk team manages Deutsche Bank's Market Risk position in an independent and neutral way. You will be a part of the Market Risk Analysis and Control (MRAC) function within MVRM and will be responsible for the provision of all official market risk metrics and core analysis in support of risk management decision making for Global Foreign Exchange asse...

About Bounteous x Accolite: Bounteous x Accolite is a global end-to-end digital transformation consultancy, partnering with leading brands worldwide to drive exceptional client outcomes. Through co-innovation, deep technical expertise, and a commitment to leveraging global talent, we build transformative digital solutions that solve today's challenges and capture tomorrow's opportunities. Our culture fosters belonging, growth, and accountability, ensuring successful business outcomes for our clients. With a diverse team of strategists and technologists across the U.S., Latin America, Asia, and Europe, we deliver award-winning solutions in areas like AI, Data, Digital Commerce, Enterprise Tra...

As an individual at EY, you will have the opportunity to shape a career that aligns with your unique strengths, supported by a global network, inclusive environment, and cutting-edge technology. Your journey at EY will empower you to strive towards personal excellence while contributing to a more sustainable and prosperous working world for everyone. Your key responsibilities in this role will include: - Demonstrating profound technical expertise and industry insight into financial products. - Taking the lead in various aspects of both large-scale and smaller client engagements, ensuring consistent delivery of high-quality services. - Keeping abreast of market trends and client challenges wi...

Position Overview Job Title: Risk Senior Specialist, AVP Location: Pune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procurement, analysis and governance ...

Morgan Stanley Risk Process Validation Group - Director Profile Description We're seeking someone to join our team as a Director in Model Risk - Risk Process Validation Group. Firm Risk Management In the Firm Risk Management division, we advise businesses across the Firm on risk mitigation strategies, develop tools to analyze and monitor risks and lead key regulatory initiatives. Company Profile Morgan Stanley is an industry leader in financial services, known for mobilizing capital to help governments, corporations, institutions, and individuals around the world achieve their financial goals. Since 1935, Morgan Stanley is known as a global leader in financial services, always evolving and i...

Role description: FRTB EXPERINCE IS Mandatory. 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 opportuni...

As a professional at KPMG in India, you will be part of a team that offers services to national and international clients across various sectors. Your role will involve: - Proven experience in market risk, risk modeling, or model validation. - Assessing the conceptual soundness and methodology of models. - Developing tests to evaluate model methodology and assumptions. - Reviewing pricing models based on simulations or path dependent models. - Producing high-quality model validation reports, focusing on limitations, weaknesses, and assumptions. - Strong understanding of regulations and guidelines like SR 11-7 for model risk management. - Performing independent testing to ensure model robustn...

As a Murex Functional SME at NTT DATA, you will play a crucial role in managing and analyzing business requirements to formulate overall solution designs that meet the business needs. Your hands-on Techno-Functional responsibilities will include proposing solutions for business issues, process changes, and functional requirements. You will collaborate with various technology teams to deliver system solutions and engage with stakeholders to understand their priorities and system improvement needs. Building strong relationships with users and stakeholders will be key to your success in this role. Key Responsibilities: - Manage and analyze business requirements, conduct user requirements worksh...

seeking a Business Analyst with expertise in Murex risk engine configuration & market risk management. hands-on exp.in stress testing,Value at Risk (VaR) &related activities within the Murex environment ,Understands of risk P&L,MRA&MRE configurations Required Candidate profile exp. in financial services; with Murex risk management, configuring & maintaining the Murex risk engine.Strong understanding of market risk management principles including VaR and stress testing,FRTB

Nasdaq Technology is seeking a dedicated Lead Product Manager specializing in Market Risk Management to join our Mumbai technology center in India. If you are driven by innovation and efficiency, this is the perfect opportunity for you. At Nasdaq, we are at the forefront of market revolution and technological advancements, constantly striving to create innovative solutions and shape the future. The ideal Lead Product Manager should possess a comprehensive understanding of the Basel Regulatory framework, FRTB regulations, and Market Risk Capital Calculations, along with a strong grasp of the Software Development Lifecycle. We are looking for individuals who are passionate about delivering cut...

At EY, we are committed to shaping your future with confidence by providing opportunities to succeed in a globally connected powerhouse of diverse teams. We offer the support, inclusive culture, and technology to help you build a career as unique as you are. Join us at EY and contribute to building a better working world for all. As a Senior Manager in the Risk Consulting - MENA FS Risk Market Risk division at EY, you will be part of a dynamic team that delivers tailored risk solutions to help clients manage a range of financial and regulatory risks. This includes market, credit, operational, and regulatory risks that arise from various financial activities. We are looking for collaborative ...

Risk Senior Specialist, AVP Position Overview Job Title: Risk Senior Specialist, AVP Location: Pune, India Role Description Market Valuation and Risk Management (MVRM) is responsible for managing market risk and ensuring fair value assessment of Books & Records within Deutsche Bank. The primary market risk objective is to ensure that business units of the bank optimize the risk-reward relationship and do not expose it to unacceptable losses. We work closely with risk takers, risk managers and control and support groups in the process to ensure these objectives can be met. Market Data Strategy and Analytics (MDSA) is a function within MVRM that is responsible and accountable for the procureme...

Whether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You'll also have the chance to give back and make a positive impact where we live and work through volunteerism. In this role, you're expected to: The Program Management Lead is a strategic professional who stays abreast of developments within their own field and contributes to dire...

Whether you are at the beginning of your career or seeking your next adventure, your journey starts here at Citi. At Citi, you will have the chance to enhance your skills and create an impact at one of the most global banks in the world. We are fully dedicated to supporting your development right from the start through comprehensive on-the-job training, exposure to senior leaders, and traditional learning opportunities. Additionally, you will have the opportunity to contribute positively to the communities where we operate through volunteerism. Citi's Risk Management team is responsible for overseeing the risk governance framework and risk appetite, ensuring ongoing measurement, review, and ...

Line of Service Advisory Industry/Sector FS X-Sector Specialism Risk Management Level Senior Associate Job Description & Summary At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively. In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes. Why PWC At PwC, you will be part of a vibrant...

Primary Skills 6+ years as a Business Analyst in Investment Bank organization within Market Risk department Technical experience to be comfortable with data models and SQL Hands-on experience as liaison function between the onshore IT business lines and offshore technical teams and as primary functional support for development team Thorough experience in functional testing and validation of development Market Risk knowledge (Pnl calculation and explanation, VaR and Stress VaR analysis) Product Control knowledge (Pnl calculation and explanation, ) Financial products (Treasury, FX, Credit, IRD) Market data (Volatilities, Curves,), Sensitivities Regulatory knowledge (including Basel III, Basel ...

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 ha...

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 finan...

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 a...