IN-Senior Manager_Market Risk_FST Captives_Advisory_Bangalore

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Operations

Management Level

Senior Manager

Job Description & Summary

At PwC, our people in risk and compliance focus on maintaining regulatory compliance and managing risks for clients, providing advice, and solutions. They help organisations navigate complex regulatory landscapes and enhance their internal controls to mitigate risks effectively.

In regulatory risk compliance at PwC, you will focus on confirming adherence to regulatory requirements and mitigating risks for clients. You will provide guidance on compliance strategies and help clients navigate complex regulatory landscapes.

Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.

At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations.

Job Description & Summary: Model development/validation experience in one or more of following areas: market risk quantitative modelling (VaR/IRC/RNIV/Pricing models), stochastic modelling of risk-factors (e.g. Rates/FX), Pricing of OTC Derivatives. Requires strong statistics knowledge (Regression and time series analysis). Proficiency in Python, strong problem solving skills and analytical thinking essential for the role.

Responsibilities:

- Model development/validation experience in market risk quantitative modelling (VaR/IRC/RNIV/Pricing models) - Strong statistics knowledge (Regression and time series analysis) - Proficiency in programming languages (Python/R), plus knowledge of OOPS concepts is a must - Strong problem solving skills and analytical thinking essential for the role. - Awareness of model risk management framework (First, Second and Third line of defences in model building activities)

Mandatory skill sets:

Market Risk Quant

Preferred skill sets:

Model Development / Validation

Years of experience required:

9+ Years

Education qualification:

Post Graduation or Graduation

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Master of Business Administration, Bachelor of Technology

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Change Management

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Analytical Thinking, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Coaching and Feedback, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Creativity, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support {+ 38 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date