KPMG

Assistant Manager - Market Risk

Posted On

Nov. 27, 2024

Location

Bangalore, Karnataka

Experience Level

KI Professional

Job Type

Full Time

Apply By

April 30, 2025

Job 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.

About KPMG 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. 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.

FRTB Quant Role Should have prior experience in model development, model validation or model monitoring with GSIBs or Indian Banks. Good understanding of Market Risk Model Development methodologies Good understanding of FRTB Quants and Capital computation methodologies – Standardized Approach, Internal Model Approach Demonstrates deep knowledge of the financial instrument and/or functional area for which they are responsible, while being aware of how other functions integrate with or impact them.

Assist in preparing detailed quantitative analysis reports for risk managers and senior management for internal and regulatory submissions. Ability to synthesize and communicate complex risk models and results to various stakeholders in model life cycle, including market risk managers, Market Risk Analysts, Technology etc.

Communicate with other teams within the firm and leveraging on their knowledge of the FRTB process to produce deliverables of the highest standard. Demonstrates a detailed knowledge of the processes, projects, systems, markets, and instruments that influence their team.

Experience in Derivative pricing, Valuation of financial instruments and independent price verification is preferable. Proven track record of large-scale change management within a regulatory reporting environment Degree/ Qualified accountant/FRM with regulatory reporting background Strong quantitative and analytical skills with attention to detail and accuracy Ability to apply sophisticated mathematical techniques to address real-world problems.

Investment banking product knowledge and other regulatory development around IB SAS, Python, R, MS Office CA/MBA(Finance)/ M.SC (stats) Certifications in CFA/ FRM Good communication skills, analytical and presentation skills are mandatory for the above skill set.

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.

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