Manager

About this role

Line of Service
Advisory

Industry/Sector
FS X-Sector

Specialism
Risk

Management Level
Manager

Job Description & Summary
A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.


Job Description: PwC India is seeking highly skilled Market Risk Quants to join our
team. The Market Risk Quants will be responsible for developing and implementing
effective market risk management strategies for our clients. The ideal candidate should
have a working knowledge of market risk measures and modeling techniques, including
Value at Risk (VaR), Stressed VaR (SVAR), Expected Shortfall (ES), Market risk Stress
Loss/RWA, FRTB, term structure models of interest rates, volatility modeling etc.
Responsibilities:
 Conduct market risk assessments for clients and develop
effective risk management strategies.
 Market Risk model development/validation of various market risk models
including Value at Risk (VaR), Stress VaR, Expected Shortfall, RNIV models etc. 
 Valuation of various financial instruments and derivatives across the asset
classes - Equity, Credit, IR, FX, Commodities etc.
 Model development/validation of FRTB models.
 Stay up to date with industry trends, regulations, and best practices related
to market risk management.
Requirements:
 Bachelors/Masters/PhD degree in a quantitative field such as financial
engineering, Math, Statistics, Finance, Economics etc.
 2-10 years of relevant experience in market risk quant space.
 Solid quantitative development experience in Python is a must.
 Strong understanding of pricing models and risk sensitivities of various financial
products and derivatives, including options, futures, and swaps.
 Ability to work independently and as part of a team in a fast-paced, dynamic
environment.
 Excellent analytical, problem-solving, and communication skills.


Mandatory skill sets-Basel
Preferred skill sets-Change Management
Year of experience required-5+ Years
Qualifications-Post Graduation Required Skills
Basel I

Optional Skills

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date