Market Risk Assistant Manager

As a professional services firm affiliated with KPMG International Limited, KPMG entities in India have been providing services to national and international clients across various sectors since August 1993. With offices spread across multiple cities in India, including Ahmedabad, Bengaluru, Mumbai, and more, we strive to offer dynamic, performance-based services that leverage our global network and local expertise. In this role, you will: - Have prior experience in model development, validation, or monitoring with GSIBs or Indian Banks. - Demonstrate a good understanding of Market Risk Model Development methodologies and FRTB Quants. - Assist in preparing detailed quantitative analysis reports for risk managers and senior management. - Communicate complex risk models and results to various stakeholders in the model life cycle. - Collaborate with other teams within the firm to produce high-quality deliverables. - Possess experience in Derivative pricing, Valuation of financial instruments, and large-scale change management within a regulatory reporting environment. To excel in this role, you should have: - Strong quantitative and analytical skills with attention to detail. - Ability to apply mathematical techniques to real-world problems. - Knowledge of investment banking products and regulatory developments. - Proficiency in SAS, Python, R, and MS Office. - Qualifications such as CA/MBA(Finance)/M.SC (stats) and certifications in CFA/FRM. - Excellent communication, analytical, and presentation skills. At KPMG India, we offer a range of benefits including continuous learning programs, rewards and recognition through ENCORE, comprehensive medical insurance, general and accidental coverage, executive health checkups, and various other people-friendly initiatives. Join us to be part of an innovative team that values creativity, provides growth opportunities, and offers attractive benefits.,