SDNA Global - Market Risk Role

Location: Bangalore with 20-40% global travel

About the Role

- Client facing onsite role

- Working directly with Client and managing Client

- Managing multiple project in multiple geographies

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management (Client)

Will be responsible of different project ranging from:

- Develop & roll out FRTB framework.

- Design and maintain a comprehensive market and liquidity risk management framework aligned with global best practices, including Basel IV guidelines.

- Integrate FRTB and CCR/CVA requirements into the capital planning process, ensuring sufficient capital buffer to cover exposures.

- Develop and oversee valuation models for derivatives, assessing assumptions, methodologies, and inputs for soundness and regulatory compliance.

- Lead liquidity risk management activities to ensure the bank's ability to meet its financial obligations under both normal and stress conditions.

- Validate, review, and enhance the ICAAP and stress testing models, including regulatory stress tests, liquidity risk, and IRRBB stress testing models, in line with MMSG standards.

- Validate all market risk and finance models, such as market risk stress testing, FTP, budget/projections, RoRWA, and capital adequacy.

Required Skills and Experience

- 5 to 10 years of relevant risk experience and should be passionate about improving yourself.

- Should have previous experience in ALM and Market Risk.

- Have cleared CFA & FRM.

- Communication skills should be outstanding, and written and spoken English are fluent.

- Should be aware that life as a consultant is challenging and, at times, extremely demanding.

- Our customers and our employees are our most important asset, and should be ready to do what it takes to generate good relations, both in-house and externally, and to develop world-class business intelligence capabilities.