In_manager_market Risk Quant_financial Services Risk_advisory_mumbai

Upstate New York College Collaboration

Mumbai, India
Market risk model development
Value at risk (var) calculation
Python r or matlab proficiency
The role focuses on developing and validating market risk models including VaR, Stress VaR, and Expected Shortfall for financial institutions

Job Summary

  • The role focuses on developing and validating market risk models including VaR, Stress VaR, and Expected Shortfall for financial institutions.
  • Candidates will ensure adherence to Basel requirements while collaborating with internal audit and compliance teams for regulatory inspections.
  • PwC offers a vibrant community focused on trust, innovation, and inclusive benefits to help employees thrive in their careers.

Matching Summary

The role focuses on developing and validating market risk models including VaR, Stress VaR, and Expected Shortfall for financial institutions.

Skills & Requirements

Must-have

  • Market Risk Model Development
  • Value at Risk (VaR) Calculation
  • Python R or MATLAB Proficiency
  • Derivative Pricing Knowledge
  • Basel Regulatory Compliance

Nice-to-have

  • FRM CQF or CFA Certification
  • Strong Communication Skills
  • Collaborative Team Approach
  • Hedge Accounting Expertise
  • Treasury Operations Understanding

Key Requirements

  • 5 to 9 years of experience in market risk
  • Master's degree in Finance or related quantitative field
  • FRM/CQF/CFA certification preferred

Work Rights

Not specified

Tailored Resume

Cover Letter