IN_Senior Associate_Market Risk_Advisory_Mumbai

Job Description & Summary: PwC India are seeking a skilled market risk quant with a strong understanding of the Market Risk, Asset Liability Management, Liquidity management, Derivative Pricing, VaR,, Treasury processes, Funds Transfer Pricing regulations. The individual should have expertise in quantitative modelling and knowledge of financial products in Treasury (derivative & fixed-income). Job Position Title: IN_Senior Associate_Market Risk_Advisory_Mumbai Responsibilities: Master's degree in finance, Economics, Mathematics, Statistics, Financial Engineering or a related quantitative field, ensuring a strong foundation in complex financial modeling Understanding of market risk concepts and regulations, particularly Fair Valuation, VaR,, Sensitivities, Collateral Risk Management, Hedge Effectiveness & Hedge Accounting Understanding of Spot and Derivative markets operations for equities, interest rate, commodities and foreign exchange products and valuation of the OTC and structured products Understanding of Financial Modelling, Asset & Liability Management (ALM) and Transfer Pricing Knowledge of Treasury operations in Front-office, Mid-office and Back-office Proficiency in programming languages such as Python/R for data analysis and modeling Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals Detail-oriented with strong organizational skills and ability to manage multiple priorities 5+ years of experience in market risk/ALM/Liquidity model development/validation FRM/CQF/CFA certification would be a plus The candidate also needs to have proficiency in one of the following: I. Prior experience in advising Banks/ NBFCs/ Insurance / Corporate Treasury on the above areas II. Treasury middle office/front office preferably in a bank treasury– Sound understanding of policies, processes, procedures, quantifications and regulatory reporting requirements and preferably should have played a role in defining them The Individual 1. Prior experiences in managing and motivating the team in risk related areas 2. Strong ability to map client business requirements and convert the same to a viable business proposition 3. Strong communication skills with client facing experience 4. Ability to interact and make presentations at the CXO level 5. Prior experience in working with Bloomberg / Reuters/ Other Valuation Tools is desirable 6. Prior working knowledge with open solutions like R/Python is preferred Mandatory skill sets: Market Risk Preferred skill sets: Model Development or validation Years of experience required: 3 to 5 Years Education qualification: Master's degree in finance, Economics, Mathematics, Statistics, Financial Engineering or a related quantitative field

• Experience: 3+ years
• Seniority: Mid Level
• Education: Bachelor's degree required
• Languages: English