Assistant Manager - Market Risk

FRTB Quant Role Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. Good understanding of Market Risk Model Development methodologies Good understanding of FRTB Quants and Capital computation methodologies - Standardized Approach, Internal Model Approach Demonstrates deep knowledge of the financial instrument and/or functional area for which they are responsible, while being aware of how other functions integrate with or impact them.

Assist in preparing detailed quantitative analysis reports for risk managers and senior management for internal and regulatory submissions. Ability to synthesize and communicate complex risk models and results to various stakeholders in model life cycle, including market risk managers, Market Risk Analysts, Technology etc.

Communicate with other teams within the firm and leveraging on their knowledge of the FRTB process to produce deliverables of the highest standard. Demonstrates a detailed knowledge of the processes, projects, systems, markets, and instruments that influence their team.

Experience in Derivative pricing, Valuation of financial instruments and independent price verification is preferable. Proven track record of large-scale change management within a regulatory reporting environment Degree/ Qualified accountant/FRM with regulatory reporting background Strong quantitative and analytical skills with attention to detail and accuracy Ability to apply sophisticated mathematical techniques to address real-world problems.

Investment banking product knowledge and other regulatory development around IB SAS, Python, R, MS Office CA/MBA(Finance)/ M.SC (stats) Certifications in CFA/ FRM Good communication skills, analytical and presentation skills are mandatory for the above skill set.