Auronova Consulting - Senior Role - Market Risk - CFA (5-15 yrs)

Auronova Consulting is a specialized Risk Management Consulting firm providing cutting edge financial consulting to BFSI segments inclusive of central banks, banks, fintech, investment banks, PE Firms, insurance firms, brokerage, fintech, non-banking finance companies and other financial institutions.

We cover the entire Risk Management spectrum from Credit risk, Market risk and Operational risk along with regulatory consulting like Basel II/III/IV, IFRS 9, FRTB, ICAAP, Stress Testing etc. We have served 50+ clients in multiple countries across the globe over the last 15 years with more than 500+ engagements in risk, analytics & compliance area, creating a niche for ourselves by providing our clients best in class solutions, while competing with the best in the industry.

Our unique value proposition is to help our clients in designing and implementing a comprehensive analytics program customized to their requirements. We have gained valuable experience over time while working with leading banks and financial institutions across the globe.

Responsibilities:

- Client facing onsite role.

- Working directly with Client and managing Client.

- Managing multiple project in multiple geographies.

- Handling teams of multiple projects across different areas of analytics, risk management etc.

- Client Handling - Understanding client requirements, problems etc.

- Preparing presentation and presenting it to Senior Management (Client).

- Will be responsible of different project ranging from:

- Develop & roll out FRTB framework.

- Design and maintain a comprehensive market and liquidity risk management framework aligned with global best practices, including Basel IV guidelines.

- Integrate FRTB and CCR/CVA requirements into the capital planning process, ensuring sufficient capital buffer to cover exposures.

- Develop and oversee valuation models for derivatives, assessing assumptions, methodologies, and inputs for soundness and regulatory compliance.

- Lead liquidity risk management activities to ensure the bank's ability to meet its financial obligations under both normal and stress conditions.

- Validate, review, and enhance the ICAAP and stress testing models, including regulatory stress tests, liquidity risk, and IRRBB stress testing models, in line with MMSG standards.

- Validate all market risk and finance models, such as market risk stress testing, FTP, budget/projections, RoRWA, and capital adequacy.

About You:

- You have 5 to 10 years of relevant risk experience, and you are passionate about improving yourself. You have previous experience in ALM and Market Risk. You have cleared CFA & FRM.

- Your communication skills are outstanding, and your written and spoken English are fluent. You are aware that life as a consultant is challenging and, at times, extremely demanding. Our customers and our employees are our most important asset, and you are ready to do what it takes to generate good relations, both in-house and externally, and to develop world-class business intelligence capabilities.

Location: Bangalore with 40-80% travel outside India