Risk Advisory Market Risk Manager

As a Model Validation and Model Development professional at KPMG in India, you will have the opportunity to work with a diverse range of clients and sectors. Your responsibilities will include: - Proven experience in market risk, risk modeling, or model validation - Assessing the conceptual soundness and methodology of models including Value at Risk, Counterparty Risk Exposure models, and Pricing of derivatives - Producing high-quality model validation reports, focusing on limitations, weaknesses, and assumptions - Strong understanding of regulations and guidelines such as SR 11-7 for model risk management - Checking the appropriateness of input data, model assumptions, calibration accuracy, and expert adjustments - Reviewing outcomes, impact analysis, benchmark analysis, and developing or validating benchmark models - Assessing model risk, performing robustness analysis, and identifying limitations - Utilizing programming skills in SAS, R, Python, and a fair understanding of SQL Additionally, you should be proficient in Microsoft Word, Excel, Visio, PowerPoint, and Latex. Qualifications required for this role include: - CFA, FRM, or CQF certification - MBA in Finance - M. Tech or B. Tech degree - Bachelor's or Master's degree in Statistics, Economics, Physics, or Mathematics Join KPMG in India to leverage their global network and local expertise to deliver industry-focused, technology-enabled services to clients.,