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8 Market Risk Analyst Jobs

Market Risk Analyst

3-8 years

Mumbai

2 vacancies

Market Risk Analyst

PwC

posted 4d ago

Job Role Insights

Flexible timing

Job Description

Job Description:

PwC India is seeking highly skilled Market Risk Quant Professional to join our team.

Location : Mumbai

Grade Associate/Senior Associate/ Manager


Responsibilities:

  • Market Risk Model Development or Validation experience covering Value at Risk (VaR), IRC, RNiV, VaR backtesting, Market risk Stress testing Loss estimation etc
  • Deep understanding of Fundamental Review of the Trading Book (FRTB) - Internal Models Approach (IMA) and the Standardized Approach (SA).
  • Demonstrated experience in development/validation of quantitative models within the banking sector, aligning with FRTB standards, particularly in market risk modeling.
  • Familiarity with Greeks and Risk Factors, risk factor modellability concepts, adeptness in calculating capital requirements under FRTB guidelines.
  • Perform the back test of the distribution of simulated risk factors
  • Conduct quantitative analysis of market data, including historical market data and current market trends, to identify potential risks and recommend appropriate risk mitigation strategies
  • Stay up to date with industry trends, regulations, and best practices related to market risk management

Requirements:

  • Must hold a master’s or Ph.D. degree in Mathematics, Statistics, Financial Engineering, or a related quantitative field, ensuring a strong foundation in complex financial modeling.
  • 2+ years of experience in market risk model development/validation
  • Proficiency in programming languages such as Python, R and strong analytical skills for effective data interpretation and model analysis.
  • Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals.
  • Candidates with exposure to FRTB- Standardized Approach implementation or FRTB IMA - Model development experience will be preferred
  • FRM/CQF/CFA certification would be a plus

Employment Type: Full Time, Permanent

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What Market Risk Analyst at PwC are saying

What PwC employees are saying about work life

based on 9.2k employees
75%
88%
58%
88%
Flexible timing
Monday to Friday
No travel
Day Shift
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PwC Benefits

Submitted by Company
Staff discounts
Professional Memberships
In-house learning tools
Referral Bonuses
Corporate Plan
Buy more leave! +7 more
Submitted by Employees
Work From Home
Health Insurance
Cafeteria
Job Training
Soft Skill Training
Free Transport +6 more
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PwC Mumbai Office Locations

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Mumbai Office
PricewaterhouseCoopers Pvt Ltd, PwC House, Plot No. 18 A, Guru Nanak Road, Station Road Mumbai
Maharashtra 400050
Mumbai Office
252 Veer Savarkar Marg,,Next to Mayor's Bungalow,Shivaji Park, Dadar,Mumbai Mumbai
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