Upload Button Icon Add office photos

PwC

Compare button icon Compare button icon Compare
filter salaries All Filters

2647 PwC Jobs

PwC - Market Risk Analytics Role (4-15 yrs)

4-15 years

PwC - Market Risk Analytics Role (4-15 yrs)

PwC

posted 1d ago

Job Role Insights

Flexible timing

Key skills for the job

Job Description

Candidate would be responsible for developing, validating, auditing market risk valuations/models and counterpart credit risk models for trading, investment and corporate portfolios of global financial institutions. Candidates would be expected to support financial institutions on meeting jurisdictional regulatory requirements and their broader risk management initiatives.

Multiple positions required;

Experience level 2-12 years of experience;

Location: Bangalore, Hyderabad, Chennai, Kolkata, Mumbai, Delhi, Pune

Core Skill Requirements Candidate must have relevant experience in in statistical / mathematical modeling, quantitative research, counterparty and market risk management, or related field at a reputed bank, investment or broker services, asset management firm or a consulting firm. Wider skill requirements include:

- Independently built and managed quantitative market and counterparty risk analytical models

- Strong experience/knowledge in at least some of the following areas (in quant space)

- Counterparty Credit Risk (PFE, CVA, XVA)

- Pricing and valuation - Derivatives (across one or more asset classes)

- Modeling of Risk Metrics (e.g, EPE, PFE, RWA, Greeks)

- Market Risk Scenarios and Stress Testing

- Development, prototyping and back-testing of Monte Carlo Credit Exposure Models o Incremental default risk, specific risk charge and stressed VaR o Worked on multiple Market Risk Models like to develop/review calculation of VaR(Historical, Parametric and Monte Carlo), RNiV, CCAR, IRC Model Validation/ development and present value for various type of instruments using any statistical tool

- Strong experience/knowledge in at least some of the following areas (business knowledge) o Good knowledge of market risk concepts: Risk Factor, VAR, Earning at Risk, cash flow at risk, ETL, PV01, Independent Validation, Exotic derivatives, FX, Interest rate derivatives, volatility, commodities, credit derivatives, Fixed income, Hull & White, Monte Carlo simulation, Capital calculations

- Knowledge and experience with counterparty risk concepts (PFE,SA-CCR, EPE etc o Leveraging experiential know-how of a wide range of financial products like Equity, Derivative, Swaps, IR, Credit derivatives, OTC products, Swaps, Securitization, CDO's etc.

- Knowledge of one or more of global regulatory Topics BASEL II/III, IFRS 9, CCAR/DFAST, CECL, FRTB, SR-11/7 around data sufficiency, modeling methods, industry standards etc. - Assisted clients to design and implement strategic and functional changes across risk management, treasury, front office, middle office, and back office activities with a focus on risk and valuation processes, regulatory compliance, analytics, strategy, and organizational structure.

- Programming and Algorithms: R, Python, SAS, Matlab, Scala, VBA etc.

- Experience with with Murex, QRM, Reuters, FINCAD, Bloomberg and Algo is a plus

Non-functional skill requirements: In order to succeed in PwC Risk CoE, it is desirable for candidates to possess:

- Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

- Excellent oral and written communication skills

- Solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data

- Process orientation with strong technical skills and attention to detail

- Deep technical capabilities and industry knowledge of financial products

- Willingness to travel to meet client needs, as needed

Educational Background: Desired candidate must have a master's degree or higher in a quantitative discipline such as Economics, Statistics, Mathematics, Operation Research, Econometrics, Data Science, Finance, Engineering + MBA; advanced degree is a plus; Industry relevant certifications in CQF, FRM, CFA, CPA certification is a plus

Additional Requirement for Senior Positions: Candidates aspirant of senior positions at PwC Risk CoE are expected to possess:

- Proven consulting skills to structure vague problems at hand and conceptualizing solutions

- Credentials in leading and driving large and or complex risk analytics engagements and initiatives independently

- Experience in supporting sales pursuits for risk analytics offerings and solutions

- Ability to manage multiple engagements simultaneously along with leading people and initiatives

- Strong conceptual understanding of various functional/technical skills

- Ability to drive innovation and thought leadership in the risk management domain

- Intellectual property, patents and exclusive rights on any innovative solution is a plus


Functional Areas: Other

Read full job description

Prepare for Analytical roles with real interview advice

Top PwC Analytical Interview Questions

Q1. What is Materiality, How to decide Materiality , who decide what will be the level of Materiality ?
Q2. Create a table with specified columns Alter the table and add new columns Create another table with help of existing tables Write a query wh ... read more
Q3. 1. How are the fixed income products valued in accordance with the Prudential norms on valuation Master Circular RBI? ( My Job profile was r ... read more
View all 791 questions

What people at PwC are saying

Analytical salary at PwC

reported by 1 employee with 3 years exp.
₹6.1 L/yr - ₹7.8 L/yr
16% more than the average Analytical Salary in India
View more details

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
View more insights

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
View more benefits

Compare PwC with

Deloitte

3.8
Compare

Ernst & Young

3.4
Compare

Accenture

3.8
Compare

TCS

3.7
Compare

Cognizant

3.7
Compare

Infosys

3.6
Compare

IBM

4.0
Compare

Capgemini

3.7
Compare

KPMG India

3.5
Compare

Google

4.4
Compare

BCG

3.7
Compare

Wipro

3.7
Compare

Amazon

4.1
Compare

Grant Thornton

3.7
Compare

BDO

3.3
Compare

RSM India

3.3
Compare

Crowe Horwath

4.1
Compare

Mazars

3.1
Compare

Baker Tilly Virchow Krause

3.5
Compare

Protiviti

3.2
Compare

Similar Jobs for you

Analytical at PricewaterhouseCoopers Service Delivery Center Kol

2-15 Yrs

₹ 12-60 LPA

Analytical at PricewaterhouseCoopers Service Delivery Center Kol

2-10 Yrs

₹ 12-45 LPA

Analytical at Exelon Consulting

2-12 Yrs

₹ 15-30 LPA

Analytical at Ten Heads

6-11 Yrs

₹ 12-17 LPA

Analytical at Live Connections

9-15 Yrs

₹ 30-40 LPA

Analytical at FatakPay Digital Pvt. Ltd.

6-10 Yrs

₹ 15-22 LPA

Senior Role at Auronova Consulting

5-15 Yrs

₹ 15-50 LPA

Data Science Engineer at PricewaterhouseCoopers Professional Services LLP.

4-8 Yrs

₹ 12-20 LPA

Risk Management at Talent Proz

7-20 Yrs

₹ 20-45 LPA

Senior Role at Skillventory

8-15 Yrs

₹ 30-60 LPA

PwC Kolkata Office Locations

View all
Kolkata Office
Plot Nos 56 & 57 -57, Electronics Complex, DN Block, Sector V, Salt Lake City Kolkata
West Bengal 700091
Kolkata Office
Plot No Y-14, Block EP,Sector V, Salt Lake Electronics Complex,Bidhan Nagar,Kolkata Kolkata
700091

PwC - Market Risk Analytics Role (4-15 yrs)

4-15 Yrs

1d ago·via iimjobs.com

PwC - Analytics - Liquidity Risk (2-10 yrs)

2-10 Yrs

1d ago·via iimjobs.com

PwC - Credit Risk Analytics Role (2-15 yrs)

2-15 Yrs

1d ago·via iimjobs.com

Process Improvement Analyst

6-9 Yrs

Kolkata, Hyderabad / Secunderabad, Bangalore / Bengaluru

1d ago·via naukri.com

Experienced Associate_GEP Technical Consultant

2-6 Yrs

Hyderabad / Secunderabad, Bangalore / Bengaluru

1d ago·via naukri.com

Senior Associate _MDR _Managed Services_Advisor

3-7 Yrs

Gurgaon / Gurugram

1d ago·via naukri.com

Experienced Associate - Appian_Tech ops

0-8 Yrs

Bangalore / Bengaluru

1d ago·via naukri.com

AES SAP STP -MM - Senior Associate - Operate

1-2 Yrs

Bangalore / Bengaluru

1d ago·via naukri.com

Associate_ Technical expert_ Social_ Advisory

1-4 Yrs

Gurgaon / Gurugram

1d ago·via naukri.com

IN-Associate_BUHC_Advisory Consulting RC_IFS_Bangalore

1-5 Yrs

Bangalore / Bengaluru

1d ago·via naukri.com
write
Share an Interview