Manager
On-siteMumbai, Maharashtra, India
Job Summary
Conduct market risk modelling and documentation for financial instruments, including Fixed Income, Equity, and Derivatives. Develop and enhance models for FRTB, market risk capital charge, pricing, and VaR while drafting business and technical documentation. Design and implement market risk frameworks, monitor limits, and support clients in achieving regulatory compliance under Basel III/IV and ICAAP. Act as a consultant to financial institutions for model integration, risk reporting, and strategic initiatives, contributing to proposals and client presentations. Provide mentorship to junior team members and lead workshops. Requires a Master's or PhD in Quantitative Finance, 6+ years of market risk experience, proficiency in Python/R/SAS, and openness to frequent travel to the Middle East.
Required Qualifications
- Master's or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or related field
- Minimum 6 years of experience in market risk
- Exposure to all or some of FRTB, VaR, Derivatives pricing, Treasury management and related Regulatory frameworks
- Demonstrate strong verbal and written communication skills during client interactions, documentation, and workshops
- Be open to frequent travel to the Middle East to deliver onsite consulting engagements
- Proficiency in Python, R, or SAS for model development and data analytics
- Familiarity with platforms such as Murex, Bloomberg, Calypso, or SAS
Desired Qualifications
- Certifications such as CFA, FRM, or Actuarial credentials
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