Assistant Manager - Market Risk

Assistant Manager - Market Risk Description About KPMG in India KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment. Extensive experience in Market risk and detailed understanding of metrics like VaR, SVaR, RNIV, sensitivities etc. Understanding of the pricing methods for various asset classes/product types (plain vanilla and exotic derivatives, fixed income, etc). Understanding of the VaR/ES for various asset classes/product types (plain vanilla and exotic derivatives, fixed income, etc). Strong understanding of market risk regulations (Basel, PRA, ECB, FED, etc) and guidelines like SR 11-7 or other equivalent guidelines for model risk management. Good in documenting review reports, tracking and closing findings. Proven experience in Market risk or FRTB. Providing subject matter expertise on market risk models. Programming skills like: Python and fair understanding of SQL. Proficient in Microsoft Word, Excel, and PowerPoint. 3+ yrs of experience. Equal employment opportunity information KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you. Qualifications MBA Finance, Bachelor/Master in Engineering/Technology CFA/FRM/CQF certification