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Job Purpose The selected candidate will join the Global Quantitative Research team at ICE which designs, implements, and supports enterprise quantitative models and systems. The primary responsibility of this position will be to lead quantitative research and implementation team supporting various business functions at ICE (Exchange, Data Services, etc.). This job requires strong quantitative finance skills, a passion to see projects succeed and a strong attention to detail. It requires programming skills as well as mathematical knowledge. This role will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. Knowledge of Clearing operations and a strong background in derivatives pricing and theory is preferred. Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and enhancements. Perform risk analysis and develop risk solutions for new products across all asset classes. Model specific risks such as concentration charges and wrong way risk. Contribute strongly to hands-on and ad-hoc requests for development and solutions in time-critical situations. Document and present risk models and risk reports for clearing members, regulators, risk committees and boards. Interact with risk departments to provide support for existing clearing house quantitative models. Interact with technology groups for production implementation design. Candidate will be working the US shift initially. However, this can evolve as the team matures and candidate should be flexible to work any shift as per business requirements. Knowledge and Experience PhD or Masters in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field. years of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models. Strong mathematical knowledge of financial derivatives pricing and risk management models. Excellent quantitative, analytical and problem-solving skills with solid knowledge of statistics, particularly time series analysis. Excellent C++ and Python required, and 2+ years of experience preferred. Strong numerical methods skills. Capable of working under pressure within a diverse team to accommodate tight deadlines. Excellent oral and written communication skills.

Sage Intacct - Implementation Senior Associate The RSM Business Applications practice is actively hiring for Sage Intacct Senior Associate. As a Sage Intacct Senior Associate at RSM, you will work with various mid-sized businesses in diverse industries with direct access to business owners. Working on numerous team engagements per year, you will work on several pieces of any assignment not just one small part -- and you will feel a great sense of accomplishment when you are done. The ideal candidate will have knowledge and experience in both accounting and Sage Intaccts cloud-based technology solution along with an understanding of how to leverage technology for process improvement. Key responsibilities Provide proficient knowledge and capabilities in the Sage Intacct application, including the functional configuration, business processes, and technical architecture Identify client business pains, needs, and requirements, and document in the form of project specifications and deliverables Perform fit/gap analysis and process design for Sage Intacct in the areas of GL, AR, AP, Order Management, Purchasing, Cash Management, Reporting and Dashboards, Fixed Assets, Inventory, Multi-entity Management and Global Consolidations, Project Accounting, Time and Expense Management, and Revenue Management, Grant Management, Construction Management, and Field Operations. Perform solution design, system testing, unit testing, guide user acceptance testing (UAT), support user adoption, training, and go live activities Provide day-to-day technical application support for client companies Perform dashboard and report design Work closely with clients in the configuration and migration to new systems Perform and manage solution integration Actively assist with other project-based initiatives on an ad-hoc basis, including quality control review and technology/process optimization of current client base Optimize use of Sage Intacct system through the following activities: Business process evaluation Procedure development System process flow and requirements QA planning and testing Creation and oversight of documentation related to standard operating procedures. User training development and deployment Production support for problems and enhancements resulting from quarterly product releases. Provide technical support to end-users to resolve issues with Sage Intacct use, including escalation through proper channels within RSM and with Sage Intacct support. Perform other duties/projects as required. Required qualifications Bachelors degree in accounting, Finance, MIS, IT, or Computer Science Nonprofit, Construction, or Health Care industry experience and expertise Have 3-5 years of Sage Intacct experience in either an SIAP or VAR practice Sage Intacct certifications Expertise in process analysis and redesign of business processes Excellent communication and presentation skills Strong time management and organizational skills with sensitivity to timeframes, budgets and outcomes across multiple clients and projects Ability to prioritize and stay organized/focused in a dynamic, multi-tasking environment with competing demands. Strong technology skills and ability to quickly learn and use new technology software applications. Dedication to lifelong learning, including staying abreast of best practices in financial management enabled by technology. Strong Microsoft Office skills Preferred qualifications Sage Intacct Implementation Certified Consultant Experience in a public accounting firm, consulting firm or other professional services environment CA, CPA, MBA Finance Knowledge, Skills, and Abilities: Highly customer focused with ability to provide consistently excellent customer service and professionalism. Excellent written and verbal communication skills. Able to quickly assess situations to pinpoint the scope/source of technical issues in a fast-paced environment. Must be dependable and able to work both individually and in a team environment. Must possess strong sense of ownership of client relationships. Positively represent the company to clients and always provide empathetic and friendly customer service. Possesses excellent time management and organizational skills to manage case load of old and new cases in individual case queue. Ability to work effectively under pressure, shift priorities quickly as required, and rapidly adapt to changing environments. Proven ability to work with minimal direction, as well as be resourceful and independent in solving problems. Strong computer skills and proficient use of Excel, Word, PowerPoint

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About The Role About The Role Job Title Risk and Compliance- Senior Manager - S&C GN-CFO&EV Management Level:06 Senior Manager Location:Gurgaon, Mumbai, Bangalore, Pune, Hyderabad Must have skills:Risk modelling Good to have skills:Credit risk, Market risk, Liquidity risk Job Summary : Support Accenture's CFO EV Finance and Risk practice in delivering Risk and Compliance strategy and solutions across geographies. Advise financial and non-financial Institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud and financial crime risk compliance. Partner with global deal teams in selling, shaping and solution development of client deals by providing subject matter expertise on risk related topics. Shape thought capital around current and emerging risk management topics and contribute to development of Accenture points-of-view on risk trends and issues. Support practice development through various activities such as staffing, quality management, capability development and knowledge management. Build strong relationships with global Accenture Risk Management teams , and develop existing relationships based on mutual benefit and synergies. Roles & Responsibilities: Ability to lead the design and delivery of strategy, business case analysis, transformation programs, technology enablement, with respect to enterprise risk, portfolio management, capability maturity assessments, and fraud & financial crime risk compliance programs Ability to build sales pipeline through business development and proposals Strong business acumen and knowledge of risk management process Ability to solve complex business problems and deliver client delight Strong writing skills to build point of views on current industry trends Good analytical and problem-solving skills with an aptitude to learn quickly Excellent communication, interpersonal and presentation skills Cross-cultural competence with an ability to thrive in a dynamic consulting environment Professional & Technical Skills: MBA from Tier-1 B-schools with specialization in risk management 11-15 years of risk management experience at one or more financial services institutions, rating agency or professional services / risk advisory with an understanding of one or more of the following areas: Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis Experience in managing financial crime and compliance with a focus on fraud risk management, compliance analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, and so on Experience in third-party risk consulting will be preferred. Prior Risk Consulting experience at pre-eminent, global risk management consulting firms desirable Exposure to working in globally distributed workforce environment, both onshore and offshore Industry certifications such as FRM, PRM, CFA preferred Additional Information: An opportunity to work on transformative projects with key G2000 clients Potential to Co-create with leaders in strategy, industry experts, enterprise function practitioners and, business intelligence professionals to shape and recommend innovative solutions that leverage emerging technologies. Ability to embed responsible business into everythingfrom how you service your clients to how you operate as a responsible professional. Personalized training modules to develop your strategy & consulting acumen to grow your skills, industry knowledge and capabilities Opportunity to thrive in a culture that is committed to accelerate equality for all. Engage in boundaryless collaboration across the entire organization. About Our Company | Accenture Qualification Experience:11-15 years Educational Qualification:MBA(Finance) or CA or CMA

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

About The Role About The Role At Accenture, we believe your career is about what you want to be and who you want to be. Its about bringing your skills, your curiosity and your best true self to your work. Here, youll match your ingenuity with the latest technology to do incredible things. Together, we can create positive, long-lasting change. We are: Strategy & Consulting Global Network at Accenture empowers our people to compete, win and grow. We develop everything they need to grow their client portfolios, optimize their deals and enable their sales talent, all driven by sales intelligence. Solution Advisory at Accenture. Our Solution Advisory team is a specialty service within Strategy & Consulting Global Network. We are solutioning specialists aligned to Accentures priority business offerings with expertise in how we go-to-market, building our value proposition, and positioning our win strategy to our clients. We are the sales lab that works with offering leadership, equipping them with relevant market insights, customized sales messages, and curated sales assets to originate, sell, and win. The topics we cover range from finance and supply chain to public sector. This role is to join the CFO&EV Finance team in Europe to specifically focus on Risk & Compliance and will work closely with the Risk & Compliance Europe lead. You are: Well versed with what it takes to win consulting work. You have an executive presence and deep expertise in the topic area, allowing you to build trust and effectively partner with the managing directors that lead the offering. While being client facing is not necessary for this role, you exemplify client-centricity and a commitment to client value creation making complicated transformation concepts simple and bringing the best of Accenture to bear. You understand that there is always more to learn, and lead with humility while nurturing the development of great teams. You are skilled at building and maintaining relationships with both more junior and senior resources. A skilled communicator and avid listener, your ability to interpret and play to clients needs makes you a master of persuasion. The work: As a Solution Advisory Senior Manager for CFO&EV, you build trust-based, strategic relationships with offering leadership to understand their sales objectives. You provide thought leadership and topic expertise to shape solutions in proposals that meet our clients critical business needs. You advise financial and non-financial Institutions across risk management areas such as risk strategy, transformation programs, enterprise risk, portfolio management, capability maturity assessments, fraud and financial crime risk compliance. You lead your team to research sales opportunities, identify targets, and design compelling sales messages, assets, and materials. You help CFO&EV R&C EMEA leadership to prioritize solution advisory focus across the different offerings and geographies. Qualification Here is what you need: Bachelors degree in business or engineering from a premier institution A minimum of 8 years in in sales or consulting at a top-tier consulting firm or 14 years of functional experience in Risk and Compliance specifically the following Credit risk measurement for the purpose of financial instruments impairment and/or capital requirements calculation (PD, LGD, EAD methodologies), Credit Risk Underwriting Frameworks, Risk Based Pricing, Early Warning Systems, Credit Policy & Limit Management, Collections Frameworks, Counterparty credit risk management and experience on counterparty risk methodologies such as PFE, EPE. Market risk measurement and management-related topics including operational processes, technologies, modelling approaches, risk aggregation and reporting, FRTB:Expected Shortfall, Default Risk Charge, NMRF; IBOR or LIBOR Transition experience. Operational risk management framework and methodology. Liquidity risk measurement , reporting and management, balance sheet framework, contingency funding requirement English language fluency (oral and written) Must support/mirror working hours to support Europe Must be flexible with working hours to meet shifting business needs Must have good internet connectivity and distraction-free environment for working at home, in accordance with local guidelines Bonus points if you have: Experience in Sales and Business Development Hands-on experience in VaR/SVaR/IRC/CRM calculations for variety of financial instruments across Currencies, Credit, Commodities and Rates; In-depth understanding of new/evolving regulations in the Market Risk management space including treatment of off-balance sheet exposures, proprietary trading, systemic risk, stress testing, capital calculations, reporting standards etc. Treasury experiences in areas such as Asset Liability Management, Fund Transfer Pricing, and Interest Rate Risk in Banking Book. Hands-on experience in developing risk registers, conducting RCSAs, defining KRIs for risk management and control indicators, Risk Scenario Library & Analysis Experience in managing financial crime and compliance with a focus on fraud risk management, compliance analytics, enterprise risk management (financial services and non-financial services), data analysis & aggregation, trade surveillance, robotic process automation Enterprise Risk Management experience Strong understanding of risk regulatory framework of one more of the major economies across globe Knowledge of Risk Platforms such as Sungard, Murex, Sungard , Calypso, OpenPage, Fenergo, PEGA, JIRA, SAP HANA, Bloomberg, Reuters, etc

About The Role JOB DESCRIPTION: ROLE: Market Risk Manager FUNCTIONS: The candidate will: Work as a key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Commodities etc) and Operational Risk (for Treasury Department) Perform continuous identification, assessment, monitoring and mitigation of the Market Risk in the Bank"™s Treasury portfolio and monitor the market environment. Provide periodic and timely analysis of risk, highlight emerging risks and recommend risk mitigation steps. Periodic risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc. Analyse and explain the daily changes in trading results (P&L), risk sensitivities and Value-at-Risk of all portfolios. Make necessary modifications in calculations/methodologies. Ensure correctness of valuation and risk models. Supervise the Rate Scan & Market Surveillance functions performed by Treasury Middle Office. Stress testing & Scenario Analysis of the Bank"™s Treasury portfolios. Evaluate new treasury products and processes, identify risks, recommend valuation methodologies, and risk mitigation steps. Drive automation and process improvement in risk monitoring tools. Ensure compliance with market risk regulations. Participate in IT project implementations from the Market Risk side. Prescribe all requirements from Market Risk side and ensure correct implementation. Participate in Operational Risk Management functions for Treasury Liaison with Audit and Regulators for Market Risk Qualifications & Skills : CA or MBA (Finance) or Masters in Markets/Finance or CFA/FRM/CQF or Bachelors in Engineering, Mathematics, Statistics or related field Progress in FRM/PRM/CFA/CQF etc. would be viewed favourably Good understanding of financial markets Strong analytical and problem-solving skills Ability to analyse, summarize and present analysis Proficiency in Excel, VBA and at least one programming language such as Python will be preferable. Experience : At least 3 years of experience in Market Risk Management or similar functions (Structuring/Trading/Quant etc) preferably in a bank, investment firm or financial services organization.

Required Skill set Understanding and experience in the area of ALM Risk, including Liquidity Risk and Interest Rate Risk, specifically LCR, NSFR, IRRBB, Liquidity, and Repricing Gap, Duration & Yield Analysis, Valuation, Balance Sheet Modeling, behavioral prepayment models. Experience in VaR (Historical, parametric, Monte Carlo), RNiV, IRC, Expected Shortfall, Stressed VaR, Backtesting, etc. Understanding of Trading Risk sensitivities like PV01, PVBP, Duration, Option Greeks such as Delta, Gamma, Vega. Counterparty Credit Risk measures including, PFE, SCVA, BCVA, etc. Understanding of various derivatives and exotic, and Pricing theories Understanding of interest rate curve construction/IR calibration, volatility models. Understanding of the ALM modelling and historical analysis, develop supporting assumptions and run the ALM modelling per Policy, backtesting, and validation of ALM indicators, assumptions. Relevant experience Experience in developing and maintaining policies and frameworks including ALM, Investment policies, FX policies, Fund Transfer Pricing policy, Counterparty Credit Risk (CCR), and other Market Risk. Monthly monitoring of ALCO limits of Market risk limits, market rate scan, and trend analysis. Assistance in ALCO & RMC pack Contingency funding plan and testing Market Risk Capital Charge, IRRBB Capital Charge, Net Interest Income at Risk, Economic Value of Equity Develop and set operating limits, measure, and monitor the risk level /limits per the policies and reporting. Support in RBI, Statutory and Internal audit Stress Testing, Scenario & Sensitivity Analysis of Market Risk, Liquidity Risk, and IRRBB parameters Preparation and submission of Regulatory returns, covering liquidity and Interest rate risk e.g. Structural Liquidity statement (LR returns), Interest rate sensitivity statement, BLR returns (Basel Liquidity Returns) Experience in developing/validating methodology for the quantitative analysis required on various workstream for FRTB Prepare reports and analysis specified by ALM (funding concentration, NII simulation, Liability profile analysis, EVE and EaR simulations, basis risk, and optionality). Net Interest Income at Risk, Economic Value of Equity ICAAP (specific sections related to market risk, IRRBB, Liquidity) Educational qualification and language skills Should be proficient in MS Excel and PowerPoint Should have excellent communication skills (oral, written, and email drafting skills) Postgraduate with minimum 3 years of experience in the Banks, NBFCs Knowledge of local markets and regulatory landscape Certificates like CFA, FRM, CQF is added advantage

Role Description Market and Valuation Risk Management (MVRM) provides an independent view of market risks and valuation to Deutsche Banks senior management. Market risk team manages Deutsche Banks 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 Credit Trading and/or Capital Release Unit. The team operates a business/asset class and risk metric aligned organizational matrix supported by central functions. The team has a global presence with staff located in London, New York, Berlin, Singapore, Mumbai and Bangalore. You will be exposed to risk management techniques viz. analysis/computation of VaR, SVaR, Economic Capital, IRC, Backtesting, FRTB for a diverse range of derivative products. The team is also proficient in combining this risk knowledge with best in class automation and visualization skills including python/VBA/Tableau to provide value added analytical outputs to its stakeholders You will be expected to be proficient in automation tools (python essentially) with sufficient knowledge of risk to enhance the output of the team. Your key responsibilities This is a Lead role for the Capital Release Unit (CRU), Global Credit Trading (GCT) and/or CPM covering primarily below responsibilities: Manage the Book of Work of the team, provide backup coverage for all Credit businesses Timely risk validation and sign-off by working closely with production team based out of Pune Review and understand the historical simulation VaR, SVaR and other metrics such as Economic Capital (EC), FRTB and Backtesting (outlier analysis), including staying abreast of the development of this metric and related drivers Ensure that all control checks are in place and followed by the team so that the reports generated have correct information Understand Market Data time series and how to assess the impact of new time series on each metric Facilitating better risk analysis by improving on existing process and standardizing wherever possible. Tactically automating reporting infrastructure and work with IT teams for strategic automation Perform deep dive analysis into concentrations of risk or emerging items of interest, providing high quality and accurate information at a level for senior management consumption Perform analytical analysis of our limit to generate proposals for limit changes and for new limits Support the analysis and communication of business portfolio level topics to senior management and their committees Your skills and experience University degree in Finance, Economics, Mathematics or other quantitative subjects. A certification in risk (FRM or similar) will be a big plus. 6+ years experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, Valuations, etc. will also be considered). Working knowledge of Python/VBA, Tableau will be added advantage. A bent towards adoption of Artificial Intelligence is required. Good understanding of other Market Risk measurement techniques e.g. VaR, RNiV, Economic Capital, IRC. Current or previous work-ex in similar area will be a plus (Credit/CPM/CVA). Excellent stakeholder management skills and communication skills; ability to articulate technical and financial topics with global stakeholders. A reliable team player with the motivation to work in a dynamic, international and diverse environment. Able to multi-task and deliver under tight deadlines. A committed and motivated individual for self-development and growth.

Join us as a Desk Strategy Associate Were looking for someone with an market risk background to join our front office risk business Youll be providing and monitor risk/performance related information to decision-makers in order to assist them as they manage key risks and protect the interests of shareholders This is a high profile role that offersconsiderable exposure as well as the opportunity to make a significant impact What you'll do This key role will see you working on various risk and market models and performing risk analysis of trading and market data . As such, youll be analysing trading risk measures including sensitivities, historical stress and Capital Usage (RWAs etc) . Youll also be: Assisting with internal requests from Head of EMEA Fixed Income Front Office Risk Produce and distribute a broad set of market risk reporting to senior managers in front office trading Conducting risk indicator analysis for the relevant teams Ensuring customer satisfaction by delivering your work on time and to the highest quality Managing projects and initiatives to improve processes The skills you'll need To join us in this role, youll need to hold a Masters Degree; advanced degree in business finance, accounting, economics, math, statistics, or engineering strongly preferred . Youll have experience in a market risk role across financial products, together with the ability to summarise and analyse complex data and trading positions. In addition, youll bring: Working knowledge of financial risk models and markets. Excellent understanding of Risk related measures and analysis A good understanding of investment banking in any asset classes such as FX, rates, credit, equities and commodities along with expertise in Microsoft Office applications Good communication and presentation skills Hours 45

Role Description Model Risk Managements mission is to manage, independently and actively, model risk globally in line with the bank's risk appetite with responsibility for: Performing robust independent model validation; Ensuring early and proactive identification of Model Risks; Designing and recommending Model Risk Appetite; Effectively managing and mitigating Model Risks; Establishing Model Risk metrics; Designing and implementing a strong Model Risk Management and governance framework; Creating bank-wide Market Risk policies The Pricing Model Validation team as part of MoRM is responsible for the independent review and analysis of all derivative pricing models used for valuation and pricing across the bank. Your key responsibilities The role is to independently review and analyse derivative models for pricing and risk management across Rates, FX and Hybrids. The role as a Quantitative Analyst in Mumbai will work closely with the pricing validation team in London and Berlin to produce, analyse and document validation testing. Reviews and analysis require a good understanding of the mathematical models used, implementation methods, products traded in these markets, and the associated risks. The outcome of review and analysis and independent implementation will form the basis of discussion with key model stakeholders including: Front Office Trading; Front Office Quants; Market Risk Managers; and Finance Controllers. Your skills and experience Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Strong interest in financial markets (especially derivative pricing) demonstrated by qualifications and/or experience. Experience coding in Python an advantage. Excellent communication skills both written and oral. Education/Qualifications Academic degree in a quantitative discipline (e.g. Mathematical Finance / Statistics, Maths, Physics, Engineering) with a focus on application.

The role at State Street Risk Analytics involves managing systematic model testing for VaR, Vol, TE, stress testing, and supporting Back testing. You will be responsible for addressing client queries on investment risk-related concepts and reconciling risk results against accounting reports and independent data, investigating further where necessary. Your duties will include providing timely and accurate market data for internal Market risk systems and analyzing time series data for information content that may be useful to Risk Managers, such as market liquidity and hedge efficiency. You will work closely with the Client relationship team to ensure streamlined Investor communications and collaborate with the Fund Service group to guarantee consistent and accurate processing of the end-to-end operating model for both underlying fund and investor reporting. Understanding the various processes to generate the risk numbers retrieved by various risk feeds will be a key aspect of your role, involving the evaluation and analysis of Market risk exposures by employing statistical and other approaches. Your responsibilities will also include ensuring accurate and timely processing, operations, and controls, as well as building engagement with service providers and driving KPIs. You will be expected to provide support, resolve client issues, and demonstrate a firm understanding of the product to users, such as managers and traders. A key focus will be on service delivery excellence and the ability to work effectively under pressure. To be successful in this role, you should have 10+ years of Financial services experience in Investment Risk operations and a good understanding of all financial instruments, including complex OTC products. Knowledge of regulatory requirements like UCITS, AIFMD, ESMA, etc., is essential. You should possess strong risk mitigation, problem-solving, and decision-making skills, along with experience in managing teams in multiple regions. Additionally, you should have the ability to think critically, resolve complex problems, and drive process improvement and expense reduction. A strategic mindset, the ability to navigate challenges effectively, and a change agent mentality are desired qualities. CA, FRM, or CFA certification would be preferred for this role at State Street Risk Analytics.,

Role Description The Infra Chief Operating Office (ICOO) division acts as the bridge between businesses and infrastructure functions to manage the banks costs, oversee and enable the remediation of the banks most critical findings and deliver the next phase of transformation. Its also responsible for Internal Control and Governance across Non-Financial Risks in Infrastructure functions, such as Risk, Finance, Compliance, AFC, HR, etc The Findings & Risk Analyst will support DCOs efforts to identify, analyse and report the non-financial risks of the Infrastructure Functions, thereby ensuring that Group and Functional standards are consistently applied. Workforce management and tracking & reporting FTEs for infrastructure area The candidate is required to demonstrate strong stakeholder management and Microsoft office skills with an understanding of non-financial risk management activities. The role will have full exposure to all areas within the Infrastructure Functions and requires working closely with a variety of stakeholders. Having presentation skills would be an added advantage The role has considerable scope for professional development, both as the Infra DCO Team continues to grow and evolve, and due to the broad understanding of non-financial risks that will be developed through the work undertaken. What well offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Your key responsibilities Analysing findings and risk data, including production of relevant MI or escalation of issues. Supporting the implementation of the GCOO control framework, through oversight of the quarterly key controls. Testing the controls, reviewing exceptions, co-ordinating remediation activities. Support delivery of other Functional risk review processes such as the Integrated Risk and Control Assessment, Top Risk Reporting, Anti-Financial Crime Questionnaire, SOx Senior Officer Checklists and Transformation Risk Assessments. Provide ad hoc data analysis requests. Support the development of the control framework, including enhancements to the controls inventory and related processes. Support the development of standards of the risk assessment. Prepare meeting materials for various forums on non-financial risk management. Your skills and experience Strong analytical skills to interpret and analyse data. Very good Microsoft Office skills, particularly Excel and PowerPoint Strong stakeholder management skills. Good multitasker with problem solving attitude. The ability to successfully navigate a complex organisation, build strong relationships and work collaboratively with diverse stakeholders across the bank Basic understanding of non-financial risk. Basic understanding of risk management activities and internal control frameworks.

Overview: Valuation Risk is a specialist group within Market and Valuations Risk Management (MVRM) that ensures integrity and control over all aspects of the valuation of the Bank's trading portfolios. The Valuation Risk & Policy (VRP) team, a quantitative specialist arm, manages policies, frameworks, methods, and expert judgments in line with regulations and market best practices. The VRP team collaborates closely with other teams to formulate policies, frameworks, rulebooks, and models that drive the valuation process. The team also guides other Valuation Risk teams on expert approaches for significant and complex items, as well as optimization opportunities for Prudential Valuation Adjustments (Pruval) and fair value reserve charges. This role involves leading the Mumbai VRP team, covering all asset classes, businesses, and valuation themes (IPV, Fair Value Reserves, Prudential Valuation Adjustments). The candidate must be able to communicate complex concepts both verbally and in writing to risk and finance colleagues, traders, quants, risk managers, and regulators, and be able to defend and/or challenge their validity. This requires the ability to translate complex quantitative problems into simple terms for less technical members of the business. What Well Offer You: As part of our flexible scheme, here are some of the benefits youll enjoy: Best-in-class leave policy Gender-neutral parental leaves 100% reimbursement under child care assistance benefit (gender-neutral) Flexible working arrangements Sponsorship for industry-relevant certifications and education Employee Assistance Program for you and your family members Comprehensive hospitalization insurance for you and your dependents Accident and term life insurance Complimentary health screening for employees aged 35 and above Key Responsibilities: Define the people strategy for the VRP Mumbai team, including management, recruiting, retention, and implementation of measures to operate within relevant scorecard metrics. Oversee the development and enhancement of Independent Price Verification (IPV), Fair Value Adjustments (FVA), and Prudential Valuation Adjustments (Pruval) methodologies and frameworks for all asset classes. provide technical support to the asset-aligned VR teams, including validation of Front Office developed methodologies. Ensure adherence to and support the maintenance of key governance documentation such as policies and frameworks. Attend and contribute to key internal governance forums, including the Valuation Control Oversight Committee (VCOC), and external regulatory forums. Work with Front Office Strats functions and vendors to support the development and maintenance of valuation-related functionality (e.g., IPV, FVA, Pruval methodologies being productionized). Represent the Unit towards internal and external stakeholders, maintaining and fostering key relationships. Leadership Responsibilities: Set clear direction for the team in line with overall business strategy, balancing global and regional priorities. Manage performance by considering delivery, behavior, and conduct, setting clear role expectations and priorities, promoting individual accountability, and removing impediments to success. Ensure team members have regular performance and career development discussions, giving and listening to feedback. Build capability for the future by prioritizing succession planning, continuous development, and mobility of high potentials within the team. You Will Have: Extensive experience working in a Finance or Risk Control function, preferably in an Investment Bank or a reputable financial services consultancy firm. Excellent technical understanding of complex structured products and the different models used for valuation. Understanding of complexities associated with market data and lack of liquidity, such as reliance on proxies. Excellent people management skills, including the ability to lead, train, and develop talent, as well as the ability to communicate, present, and influence senior stakeholders. Experience managing technical teams, exhibiting global leadership and influence. Effective communication skills, with the ability to translate complex quantitative problems into simple terms for a less quantitative audience. Ability to generate innovative ideas and challenge the status quo. Preferably a strong track record of delivering large, complex change projects/programmes in an Investment Banking environment. Proven experience in problem-solving, business and data analysis, and working to tight deadlines while achieving high-quality outputs. You Will Be: Self-motivated, proactive, and an enthusiastic team player with strong organizational skills. Experienced in producing detailed analysis to demanding deadlines and clearly communicating the results to senior management and auditors/regulators. A leader of change, with the ability to see the big picture, challenge the status quo, and generate innovative ideas. Able to recruit top talent, train and motivate your staff, and build a self-sufficient and relevant team that can contribute effectively to the global valuations landscape. Consistent with the firms Values and Beliefs in your approach.

Ensure the continued delivery of a robust and stable operating environment to support the Global Trade Services (GTS). Contribute to the overall operational strategy of GTS function and responsible for its effective implementation. Improve service delivery and productivity to maximise service quality and operational efficiency and minimising operational risk through the effective implementation of appropriate controls. Demonstrated commitment to continuous process improvement is required with good People management skills. This role is part of the Trading assistants which require the trade/risk to be captured on T0 basis. Critical task which involves constant interaction with the Trading Desk and Risk and PnL teams, Docs / Setts to ensure all the trades blottered by the desk are taken into risk for the day. Your key responsibilities Sales Support function involving booking, consenting and confirmation of trades in external and internal platforms on T0 basis. Following up with Traders, Sales, Brokers, and Clients to ensure Trades are confirmed, cleared captured in the risk system. Liaison with Client/ Front Office / Docs / Settlements and ensuring exceptions are resolved in a timely manner. Monitoring the Front of Office system to make sure Sales Led Trades are captured correctly and confirmed by Client on timely manner. Resolving all inter-company breaks / system Reconciliation (FOBO) to ensure risk is not impacted for the traders. Supporting Sales desk along the entire trade lifecycle of the derivatives trade. Work with T+1 P&L teams to resolve any accounting differences from T0 P&L reporting. Understanding F2B system / process flow, streamlining and engineering processes to bring efficiencies. Complete ad hoc requests and projects for Sales desk. Monitor and escalate any Trade Capture/ issues that could potentially result in regulatory escalations for the bank. Should have strong knowledge on OTC derivatives trade life cycle preferably on Rates Derivative products. Reviews any exceptions raised by the team and/or escalated by the supervisor. Adherence to STARC standards and procedures and ensuring that there are no lapses or gaps in control. Ensure compliance to LOA. Distribute work, assign responsibilities, ensure appropriate staff levels, and provide necessary training. Ensure EOD controls. Demonstrate a proactive approach to all activities and create the environment for others to emulate this behavior. Develop knowledge across the team in order to provide as required, support/assistance to other teams. Share knowledge and provide appropriate training, guidance or coaching for the team. Your skills and experience Minimum of 5-7 years experience in derivatives or related products. Should have strong knowledge on derivative products CDS & Interest Rates Need to have complete understanding of trade life cycle. Need to be updated of regulatory changes & Market initiatives in derivatives product. Should own & resolve complex breaks independently and guide the team in resolving the same. Should be able to independently deliver on all organization mandates. Strong analytical skills, detail orientation, service commitment, and solid organizational and interpersonal skills. Ability to effectively maintain, coordinate, prioritize multiple tasks and projects. Must be prepared to work in a shift supporting US/UK business hours. Should be able to lead teams across time zones. Self-starter with ability to take things to their logical end.

As a Senior Technical Specialist, you will play a key role in developing and maintaining network management applications for optical transport technologies, ensuring efficient configuration, fault supervision, and performance monitoring. You will leverage your expertise in data science and machine learning to enhance network management capabilities, applying advanced models and feature engineering techniques. With strong proficiency in Python, Java, GoLang, and cloud-based technologies, you will drive innovation, optimize performance, and enable seamless deployments through CI/CD pipelines. Your adaptability and leadership will help mentor junior developers, foster collaboration, and navigate the fast-paced, evolving landscape of optical network management. This role offers the opportunity to make a significant impact on global deployments while continuously learning and growing in a cutting-edge technological environment. You have: Bachelor's degree or equivalent, with 7 to 15 years of experience as a Data Scientist. Analyze data and apply suitable models (single variate, multivariate). Expertise in different learning models (Supervised, Unsupervised, and various Neural Network variations). Proficient in applying probabilistic and stochastic models to different data sets and performing feature engineering for various models. Stay up to date with the capabilities and limitations of different models and distinguish between real-time and batch processing needs. It would be nice if you also had: Proficiency in NumPy, Pandas, PyTorch, SciPy, Keras, TensorFlow and GoLang, corresponding packages for Java, Python, and various Time Series databases. Ability to differentiate between Proof-of-Concept mode and Deployment for small- and large-scale data using CI/CD pipelines. Strong domain knowledge or the ability to learn the Optical Transport domain for effective feature engineering and Capable of leading a team and working in a fast-paced, iterative environment. Working on products including Photonic/WDM, Optical Transport, and SDH/SONET. Optics Network Management applications provide users with control over the network, including configuration (infrastructure, end-to-end services), fault supervision, and performance monitoring. Applications interface with various Network Elements, provide a user-friendly graphical interface, and implement algorithms and functions to facilitate network management and reduce OPEX. Optics Network applications are deployed worldwide in hundreds of installations, serving customers ranging from large enterprises to small businesses. Contributing to new developments and maintaining applications to enhance functionality and improve customer satisfaction.

About The Role JOB DESCRIPTION: ROLE: Market Risk Manager FUNCTIONS: The candidate will: Work as a key resource for the management of Market Risk of the Bank (portfolios include Fixed Income, Foreign Exchange, Derivatives, Commodities etc) and Operational Risk (for Treasury Department) Perform continuous identification, assessment, monitoring and mitigation of the Market Risk in the Bank"™s Treasury portfolio and monitor the market environment. Provide periodic and timely analysis of risk, highlight emerging risks and recommend risk mitigation steps. Periodic risk updates to ALCO, Risk Management Committee etc in the form of presentations, Notes etc. Analyse and explain the daily changes in trading results (P&L), risk sensitivities and Value-at-Risk of all portfolios. Make necessary modifications in calculations/methodologies. Ensure correctness of valuation and risk models. Supervise the Rate Scan & Market Surveillance functions performed by Treasury Middle Office. Stress testing & Scenario Analysis of the Bank"™s Treasury portfolios. Evaluate new treasury products and processes, identify risks, recommend valuation methodologies, and risk mitigation steps. Drive automation and process improvement in risk monitoring tools. Ensure compliance with market risk regulations. Participate in IT project implementations from the Market Risk side. Prescribe all requirements from Market Risk side and ensure correct implementation. Participate in Operational Risk Management functions for Treasury Liaison with Audit and Regulators for Market Risk Qualifications & Skills : CA or MBA (Finance) or Masters in Markets/Finance or CFA/FRM/CQF or Bachelors in Engineering, Mathematics, Statistics or related field Progress in FRM/PRM/CFA/CQF etc. would be viewed favourably Good understanding of financial markets Strong analytical and problem-solving skills Ability to analyse, summarize and present analysis Proficiency in Excel, VBA and at least one programming language such as Python will be preferable. Experience : At least 3 years of experience in Market Risk Management or similar functions (Structuring/Trading/Quant etc) preferably in a bank, investment firm or financial services organization.

Lead UAT efforts for Murex implementations, coordinating with end-users to validate derivatives workflows (e.g., options, swaps, futures) Perform numerical testing on Murex modules (e.g., MxML, Datamart, Murex Risk) Required Candidate profile Experience with Murex or similar platforms in a testing capacity. Strong background in numerical methods for finance, UAT coordination, and automation tools (e.g., Python, SQL).

Your key responsibilities: The candidate will primarily be working on Risk assurance, control testing, or internal audit engagements with focus on: establishing Assurance activities within Treasury Risk providing input, execution and roll out support of a control assurance framework for Treasury risk that provides a common set of standards and definitions support the review and closure of risk and issues relating to Treasury risk arising from Management Self-Identified issues, regulatory requirements, Compliance, Internal Audit, and External Audit and ensuring that these matters are well understood by senior management and addressed on a globally consistent basis Support the Risk and Control Owners with subject-matter knowledge, recommendations, direction and ensure that risk management activities are working effectively Conduct walkthrough meetings with process owners to enhance understanding and control Foster and maintain robust stakeholder relationships to support the team's objective To qualify for the role, you must have: 4 to 10years of relevant work experience CA MBA in Finance or Masters in similar and relevant field FRM/CQF/CFA certification would be a plus Good working knowledge of the Credit risk - Capital (COR001, Leverage ratio, Regulatory capital instruments) Proficiency in control testing and assurance related to Capital (COR001, Leverage ratio, Regulatory capital instruments) A good understanding of Treasury risk and associated processes Proven track record of successful involvement with change management programs and excellent communication skills Creative approach to problem solving and ability to navigate in complex matrix environment with focus and execution

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 procurement, analysis and governance of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test). What we'll offer you As part of our flexible scheme, here are just some of the benefits that you'll enjoy: Best in class leave policy. Gender neutral parental leaves. 100% reimbursement under childcare assistance benefit (gender neutral). Sponsorship for Industry relevant certifications and education. Employee Assistance Program for you and your family members. Comprehensive Hospitalization Insurance for you and your dependents. Accident and Term life Insurance. Complementary Health screening for 35 yrs. and above Your Key Responsibilities Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data. Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations. Manage weekly market data releases within SLAs for VaR/SVaR/FRTB/Economic capital calculation and ensure timely escalation. Analyzing impacts of time-series changes on group level VaR and ability to communicate/coordinate effectively to stakeholders. Liaising with Market risk managers, FO quant, change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination. Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series. Perform Stressed-period-selection and analyze results for accuracy and reliability. Help specify requirements and test functionality for new implementation and ability to coordinate with Risk-IT and Strats for seamless implementation of new data requirements and process enhancements. Your skills and experience 5-8 years experience in investment banking, Market Risk, specifically in controlled production environments. Good knowledge of financial instruments and understanding pricing of vanilla derivatives across all asset classes Strong understanding of global markets across asset classes and ability to connect macroeconomic events with impact to various market data points Demonstrated excellence in production activities for a financial institution with a strong control culture Experience of change management and implementation of new production processes Hands-on experience of using external data sources such as - Bloomberg, MarkIT & Reuters. Programming skills in Python is a must Education | Certification (Recommended): Engineering or bachelor's degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework. Certification in Financial Risk Management will be a plus. Business Competencies: Communication - Experienced Industry Knowledge - Experienced Risk Management - Basic Innovation - Basic Managing Complexity - Basic Technical Competencies: Risk Management - Experienced Financial Product Knowledge - Experienced How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: We strive for a in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

The Market Risk and Portfolio Model Validation Specialist position in Mumbai, India, within the Risk division at Deutsche Bank involves managing a wide range of risks including credit, market, and non-financial risks. As part of the Model Risk Management (MoRM) team, you will be responsible for independent model validation and managing model risk globally in alignment with Deutsche Bank's risk appetite. The teams are spread across Mumbai, Frankfurt, Berlin, London, and New York. In this role, you will focus on developing and maintaining a central modelling and validation service for all risk model types and methodologies. You will review and analyze Market Risk and Portfolio models such as VaR, ES, EC, RNIV, RNIEC, among others. Furthermore, you will understand the mathematical models and implementation methods, verify models and numerical schemes, and communicate outcomes with key stakeholders including risk managers, validation leads, and model development teams. To qualify for this position, you should be educated to Masters/Ph.D. level or equivalent in a quantitative subject like Mathematics, Physics, Quantitative Finance, or Quantitative Economics. Experience in model validation or development is preferred. Strong mathematical abilities, programming skills, and knowledge of financial products, derivatives, and related financial risks are essential. Excellent communication skills, both written and verbal, are required, along with the ability to author structured and concise validation reports. Proficiency in English is a must. Deutsche Bank offers a range of benefits including a leave policy, parental leaves, childcare assistance, sponsorship for certifications, employee assistance program, hospitalization insurance, life insurance, health screenings, training and development opportunities, coaching from experts, and a culture of continuous learning. At Deutsche Bank, we promote a positive, fair, and inclusive work environment where all individuals are welcome. We encourage collaboration, responsibility, commercial thinking, and taking initiative to excel together every day. Visit our company website for more information: https://www.db.com/company/company.htm. Join us at Deutsche Bank Group to share and celebrate the successes of our people.,

About The Role Strong understanding of Market Risk Concepts with in-depth knowledge of Risk Sensitivities/Greeks . Experience working in Investment, Corporate Banking especially in the Risk Management domain with strong understanding of products as Derivatives, Fixed Income, Equities, FX, etc. Hands on experience in writing SQL queries for data extraction and analysis, proficiency in Excel as a tool for data analysis Proven capability to liaise with Risk Managers, gather and document requirements and work closely with Developments teams to implement the same Strong problem solving and analytical skills with excellent Communication and Stakeholder Management skills Good to have skills FRTB knowledge, Python skills, certifications like FRM/CQF

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 of historical market data used as inputs in the key risk metric (eg Value at Risk, Economic Capital, Credit Counterparty Risk, Portfolio Stress Test). What well offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy: Best in class leave policy. Gender neutral parental leaves. 100% reimbursement under childcare assistance benefit (gender neutral). Sponsorship for Industry relevant certifications and education. Employee Assistance Program for you and your family members. Comprehensive Hospitalization Insurance for you and your dependents. Accident and Term life Insurance. Complementary Health screening for 35 yrs. and above Your Key Responsibilities Applying experience and subject matter expertise to perform RTB tasks such as VaR/SVaR impact analysis for both Hist Sim Sensi Based and Hist Sim Full Reval, continuous improvement of processes and coordination of changes in market data. Perform data quality checks to ensure the completeness and accuracy of EOD data / time series are at par to use for risk calculations. Take part actively in weekly Scenario Set generation for VaR/SVaR/Economic capital calculation and ensure Scenario sets are released within the cut-off time. Analyzing impacts of time-series changes on group level VaR/SVaR and ability to communicate/coordinate effectively to wider audiences. Liaising with Market risk managers, FO quant, Change teams and Methodology to perform deep dives on data challenges in new market risk models/methodology changes/RNIV and implementation of new regulations such as FRTB and IHC examination. Actively take apart in proxy decision making and come up with appropriate proxy choices for a time- series. Perform Stressed-period-selection and analyze results for accuracy and reliability. Help specify requirements and test functionality for new feed set up, processes and ability to coordinate with Risk-IT for seamless implementation of new data requirements and process enhancements. Your skills and experience 1-2 years experience in investment banking, Market Risk, specifically in controlled production environments. Good knowledge of financial instruments and markets across all asset classes Strong analytical skills with basic knowledge of Numerical techniques and applied econometrics. Basic knowledge of Derivatives Pricing & Risk calculation, VaR, PFE Hands-on experience of using external data sources such as Bloomberg, MarkIT & Reuters. Basic knowledge in Web-based technology will be a plus. Programming skills in at least any one of C/C++, Java, Python, MatLab etc will be a plus. Education | Certification (Recommended): Engineering or bachelors degree in finance from an accredited college or university with excellent project experience and grades in quantitative and numerical coursework. Certification in Financial Risk Management will be a plus. Business Competencies: Communication - Experienced Industry Knowledge - Experienced Risk Management Basic Innovation Basic Managing Complexity - Basic Technical Competencies: Risk Management Experienced Financial Product Knowledge - Experienced

MARKET RISK EXP- 2-5 years Budget upto 28lpa Bangalore SKILLS- Market risk, Model development & validation, VAR, stress testing CECL, CCAR, DFAST, IFRS9, SAS, R, Python Drop your CV on Karishma.imaginators@gmail.com

As an Associate in the Legal Entity Market Risk team at J.P. Morgan, you will play a crucial role in managing the interface and relationship with local regulators regarding Market Risks. Your responsibilities will include providing leadership on India Legal Entity Market Risk strategy, understanding and interpreting local regulatory requirements, and ensuring a consistent response to individual regulators. You will be responsible for overseeing and controlling market risks at the legal entity level, establishing and monitoring risk limits, and providing analysis and commentary as required. Additionally, you will handle Legal Entity onsite and offsite inspections/examinations, establish and ensure a robust risk governance framework, and assist in limit escalations while monitoring key control processes. Your role will involve monitoring market risk positions to identify material risks, concentrations, and tail risks to prevent any surprises. You will also conduct ad hoc risk scenario analysis and respond to urgent requests from senior risk and trading management. In this position, you will actively engage with location trading desk managers to stay informed about risks, business activities, exposures, material trade approvals, and limits. You will participate in location Risk Committee meetings, drive deep dive and risk analysis, and improve risk transparency, methodologies, and reports by conducting detailed analyses on various basis risks, curve risks, and specific structure risks. Your role will also involve coordinating with Front Office, Middle Office, Finance, and Technology on projects related to FRBT, VaR, stress testing, and risk reporting. You will support the APAC legal entity team resiliency initiatives and assist in regulatory deliverables and commitments for the Asia Legal Entities. To excel in this role, you should hold a minimum Bachelor's degree and possess strong knowledge of local financial markets and products, including derivatives. Strong analytical skills, numeracy, and understanding of quantitative concepts related to risk sensitivity, P&L explain, VaR, and stress testing are essential. Familiarity with Market Risk Management related to local regulations, risk control processes, and governance is required. Excellent written and spoken communication skills, accountability, ability to work independently under pressure, and interpersonal skills to drive cross-functional initiatives are key attributes for success. Preferred qualifications include at least 8 years of experience in financial markets, with previous trading or market risk management experience being advantageous. Prior managerial experience is also preferred.,