Manager/Senior Consultant - Market Risk/Pricing Model/Quant - BFSI

Market Risk_Pricing model Quant_Manager/Sr.Consultant

- Demonstrate deep technical capabilities and industry knowledge of financial products

- Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services

- Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

- Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes

- Play an active role in mentoring junior consultants within the organization

- Undergraduate (4 year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) with at least 2 years of relevant experience or PhD in a quantitative topic

- Knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability and stochastic calculus

- Knowledge of mathematical concepts related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities

- Risk management knowledge in at least one area such as market risk (VaR, PFE, Expected Shortfall, etc.) and/or counterparty credit risk

- Strong problem solving and solution development skills

- Certifications such as FRM, CFA, PRM

- Prior modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models

- Regulatory knowledge/experience in areas such as Basel, CCAR, FRTB

- ETRM/CTRM systems experience with knowledge of end-to-end commodity trade lifecycle of power/gas/softs/metals etc.

- Risk management system knowledge/experience - Calypso, SunGard Adaptiv, Murex, etc.

- Willingness to travel to meet client needs

- Previous project management experience