Job title : Associate Consultant/Consultant Location : Bangalore Experience : 4-8 years of relevant experience Job Duties Major Duties : - Drive the Market Risk Regulatory RWA and regulatory capital for trading risk management for the firm- performing detailed driver analysis portfolio analysis, VAR and Stressed VAR computation etc. - Perform daily/weekly/monthly/quarterly production for the market risk related reports for internal risk management and also external reporting. - Participate and Execute key market risk projects, including FRTB, Libor Transition, and others - Develop execution plans - Perform analysis of current market data portfolio for the firm and provide requirements to align to the new regulations and insure proposed business changes maintain compliance with existing regulations (ex. Dodd Frank, Volcker, etc). - Ensure all regulatory guidelines, procedures are documented and followed - Ensure all controls are documented and executed correctly - Generate results, ensuring accuracy and timeliness - Document results in the right format for different audiences - Coordinate with BUs and other stakeholders inside and outside of Risk on non-modeled approaches - Present results to executive audiences, committees, and regulators - Provide responses to internal and external audits and examinations - Lead the execution of high-value analyses to of the business - Portfolio analyses - Trend analyses - Attribution analyses - Impact analyses - Perform UAT, market data reconciliation, data quality checks and support in all other activities related to market risk - Liaise and coordinate activities with trading locations, trading risk managers, and other trading risk subject matter expert to insure local jurisdictional needs are met. Qualification - B.tech/M.Tech/CA/MBA from Tier 1/2 college or from relevant industry Skills Required : - 3-7 years of experience in Market Risk at a large US financial institution or equivalent consulting experience - Strong working experience of VaR, Stressed VaR, Back testing, market shocks and sensitivities - Strong understanding of Fundamental Review of Trading Book (FRTB) - Strong ability to engage with and direct the work of on-shore and off-shore partners - Excellent verbal and written communication skills, with experience presenting to executive audiences and strong Powerpoint and Word skills - Strong familiarity with Risk-related regulations, concepts, data, analysis - Excellent analytical skills, including Excel, Advanced VBA or other statistical programs/technical tools - MBA in Finance from Tier I /II institute or CA or strong experience in related field

Bangalore

Associate Consultant/Consultant - Market Risk - Financial Institution 

Associate Consultant/Consultant - Market Risk - Financial Institution  ,Job Description for Associate Consultant/Consultant - Market Risk - Financial Institution  in Aarch Solutions in  Bangalore for (3-7) years of experience. Apply Now!

Job Description for Associate Consultant/Consultant - Market Risk - Financial Institution  in Aarch Solutions in  Bangalore for (3-7) years of experience. Apply Now!