What will you be doing?

Lead the FRTB IMA (Internal Model Approach) implementation . Additionally, work on the below items:
•    Working with the Risk business and Quants to determine and document clear and concise business/functional requirements through meetings/workshops for FRTB IMA regulations based on Basel. Additionally, different FRTB regulations for PRA, EBA and FED needs to be meet.
•    Need to be well versed with Market Risk FRTB regulation and Various components like Full Reval, DRC (Default Risk Charge), NMRF (Non Modell able Risk Factors) , Back Testing and PnL Attribition test
•    Well aware of Risk Methodologies like VaR, ES(Expected Shortfall) and Monte Carlo simulations
•    Should be well versed with various Market Risk Models and also the Pricing models
•    Will lead a team of 7-8 Business Analysts and also provide domain inputs to the development team
•    Candidate should be assisting with the prioritization and planning of key deliverables.
•    Raise key issues and risks in a timely manner to the Project Manager/Delivery Lead.
•    Objectively evaluate processes and products against applicable standards, and procedures

What we’re looking for:

•    12+ Years of experience in Investment Baking domain
•    7+ Years of experience in Market Risk
•    3+ Years in FRTB SA and IMA Implementation
•    Strong Business Analysis skills and Good knowledge of Market Risk systems
•    Knowledge of financial products, Product Valuations and Value at Risk
•    Knowledge of FRTB Regulations
•    Leading a team of 7-8

Skills that will help you in the role:

•    Post graduate degree – preferably MBA Finance
•    Risk Certifications if Any
•    Knowledge of Python

Where will you be working?

Pune