Job Title:  Deputy Manager | Market Risk | Mumbai | Regulatory & Financial Risk

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

Location: Any Pan India Deloitte Office

CTC as per industry standards

If interested, please share your CVs with sudippal@deloitte.com