Posted By
Namrata Motwani
Sr. Executive-Talent Acquisition Specialists at BIG4 Consulting
Last Login: 05 January 2024
503
JOB VIEWS
130
APPLICATIONS
2
RECRUITER ACTIONS
Posted in
Consulting
Job Code
1211141
BIG4 hiring Risk Consulting (Market Risk)
Location : Mumbai/Bangalore/Gurgaon
QUALIFICATION :
- Postgraduates with 2-4 years of experience in banks, rating Agencies, consulting firms, corporate treasury, software companies
- People with CFA/ FRM degrees will be preferred
- Knowledge of Treasury Risk management system (Murex, Calypso, Numerix,) and language (Python, SQL) will carry additional weightages
ROLE & RESPONSIBILITIES :
- Seniors are typically project team members who will be involved in working for any one of the following areas:
- Treasury middle office or front office or Market Risk (preferably in a bank) - The candidate must have sound understanding of Treasury products (Forex, Derivative, Fixed income and Money Market) with respect to valuation and pricing,
- Understanding on Greeks, risk calculation, VaR, Expected shortfall, Back testing of VaR would be preferable,
- Experience in policies, procedures and regulatory reporting requirements in Treasury and Market Risk areas will be added advantage
- Seniors may play the role of team leader on some engagements with 1-3 team members reporting to them for the project. In such cases seniors shall have responsibility of reviewing the work done (Deliverables) by the team members
- Interact with the client representatives for the ongoing requirements of the project
- Consistently deliver quality client services and take charge of the project area assigned to him/her
- Monitor progress as per the goals on personal and professional areas, manage risk and verify key stakeholders are kept informed about progress and expected outcomes
- Demonstrate in-depth technical capabilities and professional knowledge. Demonstrate ability to assimilate to new knowledge
- Possess good business acumen. Remain current on new developments in advisory services capabilities and industry knowledge
- The job would require travel to client locations anywhere within India and abroad
>> THE INDIVIDUAL
- Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to Valuation and Pricing is a must,
- Experience of model validation/ Model development for treasury products and sound understanding of financial modeling and econometrics with respect to valuation and pricing,
- A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will be preferable,
- Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard, Calypso, Numerix etc.)
- Should have prior experience in risk related areas, viz., market and treasury risks
- Any experience of working on regulatory reforms like FRTB, IBOR, SA-CCR, SIMM would be added advantage
- Programming skills in VBA, Python, SQL will be good addition to the profile
- Should have strong communication skills with client facing experience
- Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage
- Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams
>> QUALIFICATION
- Postgraduates with 2-4 years of experience in banks, rating Agencies, consulting firms, corporate treasury, software companies
- People with CFA/ FRM degrees will be preferred
- Knowledge of Treasury Risk management system (Murex, Calypso, Numerix,) and language (Python, SQL) will carry additional weightages
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Posted By
Namrata Motwani
Sr. Executive-Talent Acquisition Specialists at BIG4 Consulting
Last Login: 05 January 2024
503
JOB VIEWS
130
APPLICATIONS
2
RECRUITER ACTIONS
Posted in
Consulting
Job Code
1211141