Senior Manager - Pricing Models - Big4

- Engage with clients (banks, NBFCs and financial institutions) at various levels and ensure project execution as per project plan

- Independently drive and execute projects for banking and financial services firms

- Provide inputs in project planning and ensure project execution within agreed time and effort estimates

- Providing assistance on other risk management engagements in the BFSI space such as market risk and treasury engagements

- Assist in enhancing current solutions and/or developing new solutions based on market needs and client requirements Assist in system evaluation, selection and implementation for various systems

- Assist in developing marketing collateral, Thought Leadership and proposals

- Assist clients in enhancing their market risk management framework to include leading practices

- Provide clients with functional inputs pertaining to the Internal Models Approach (- IMA- ) under Basel II, including qualitative and quantitative validation

- Develop business requirement specification document based on client discussions and market risk processes and translate the same into RFP for circulating to vendors

- Valuation of vanilla / complex financial derivatives based on available benchmark models

- Validation and development of valuation models for non-standardized derivative products

- Quantification of market risk as per the standardized and advanced approaches

- Holding direct client interactions to adequately understand their end requirement and accordingly proposing, developing and delivering the best possible solution

- Provide end to end support to clients (banks and financial institutions) and vendors during the system implementation, providing functional inputs as and when required

- Assist vendors in implementation of the system through business requirement analysis and preparation of FRS & SRS document on the basis of analysis conducted

- Assist vendors in data mapping and validation as well as in conducting User Acceptance Testing (- UAT- ) for the system

- Provide trainings and knowledge transfer sessions to users on an on-going basis