Job Title:  Consultant | Quant | Bangalore| Regulatory & Financial Risk

What impact will you make?

Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you’ll find unrivaled opportunities to succeed and realize your full potential

Key Responsibilities:

Deloitte India is looking for professionals for the below roles.

Market Risk Reporting & Analytics​

• Analyse, investigate and validate risk and P&L numbers across Basel 2.5 and FRTB​
• Support FO in analysing impact of scenarios and management of risk appetite​
• Identify, validate, escalate and remediate data issues and control gaps with MR/CCR/PB teams​
• Report EOD VaR Flash and pricing errors to the Risk Managers (RM) ​

Uncleared Margin Rules​

• Validate risk measures for OTC derivatives prior to Initial Margin (IM) calculation ​
• Validate IM by performing attribution analysis ​
• Coordination with counterparties for Initial Margin Disputes related to Risk Models & Market Data ​

Market Data initiatives​

• Work with Quants on buildout market data analytics/Hedging ​
• Work on regulatory and MRM driven initiatives on tighter controls on MR/CR (like FRTB and CCAR EST risk data) ​
• Identify issues and control gaps in existing infrastructure​

Optimization​

• Work with the trading desks on optimization methodology.​
• Work on Risk Rebalancing and Compression runs ​

Requirements

• Good understanding of Derivatives
• Knowledge of regulatory guidelines like SIMM, FRTB, BCBS 239
• Knowledge of Greeks, Value at Risk (VaR), Credit Risk Model. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
• Good Communication skills and strong analytical skills
• Programming knowledge (Python, VBA etc) is good to have.
• FRM/CFA is good to have.
• 1-6 years of work experience 

Why Deloitte?

At Deloitte, we focus our energy on interesting and impactful work. We’re always learning, innovating, and setting the standard; making a positive difference to our clients and our society. We put coaching at the heart of what we do, helping our people grow their careers in any direction – whether it be up, moving into something new, or even moving across the world.

We embrace diversity, equity, and inclusion. We have a diverse collection of people from different backgrounds, with different experiences, gender identities, abilities and thinking styles. What binds us together is a shared commitment to value everyone’s perspective and to cultivate inclusion; so that our work environment is a safe space we can all belong.

We prioritise flexibility and choice. At Deloitte, you get trust on Day 1. We know our people get their best work done when they’re in control of where and how they work, designing their work week around their client, team, and personal commitments.

We help you live and work well. To support your personal and professional life, we offer a range of perks and benefits, including retail discounts, wellbeing leave, paid volunteering days, twelve flexible working options, market-leading parental leave and return to work support package.

Visit here to find out more about us.

Next Steps

Does this sound like the right opportunity for you? Apply now!

By applying for this job, you’ll be assessed against the Deloitte Talent Standards. We’ve designed these standards so that you can grow in your career, and we can provide our clients with a consistent and exceptional Deloitte employee experience globally. The preferred candidate will be subject to background screening by Deloitte or by their external third-party provider.

For Any Queries please mail to inTA_SRT@deloitte.com