Financial Services Risk Management (FSRM) Market Risk Senior Manager

Key Responsibilities:

- Generate and implement ideas for increasing the topline of the team and bring additional business by developing strong relationships

- Initiate programs for skill development and growth of the team

- Build strong internal relationships within Advisory and across other services

- Lead large scale client engagements, manage client accounts and develop productive working relationships with client personnel

- Demonstrate deep technical capabilities and industry knowledge of financial products

- Understand and foresee 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

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

- Play an active role in mentoring the team

Qualifications, Certifications and Education:

Must-have:

- Bachelors/Masters or PhD (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) with 10+ years of relevant experience

- In depth knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability and stochastic calculus

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

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

- Prior experience in team handling and project management within Financial Services, either as part of an institution; in an advisory or consulting capacity to such organizations or in the regulation of such institutions.

- Strong problem solving and solution development skills

Good-to-have:

- Certifications such as FRM, CFA, PRM, CQF

- Strong 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

- Experience in any of the following software development environments: R/Python/C++

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

- Willingness to travel to meet client needs

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