Senior Consultant Business Consulting Risk Market Risk FRTB- FSRM Bangalore, Mumbai, Pune

Requisition Id:

As a global leader in assurance tax transaction and advisory services we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training opportunities and creative freedom. At EY we dont just focus on who you are now but who you can become. We believe that its your career and Its yours to build which means potential here is limitless and well provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

The opportunity : Senior Consultant- Traded Risk(Market risk/FRTBCCR/SACCR/IMM) - FSRM - MumbaiBangalorePune

We are looking for a talented Traded Risk Specialist Consultant to join our dynamic team in MumbaiPune or Bangalore. The ideal candidate will have a robust background in Traded Risk particularly in asset classes and a solid understanding of regulatory frameworks such as FRTB SA/IMA Basel 2.5SACCRIMM and CVA. The candidate should have at least 3 years of experience in Traded Risk and demonstrate expertise in risk models methodologies and risk management practices.

Experience and Skills Required:

Market Risk Expertise: Comprehensive understanding of Market Risk across asset classes including IMA model permissions (VaR SVaR IRC) and VaR calculation methodologies such as Historical Simulation and Monte Carlo simulations. Strong grasp of pricing approachesSensitivity-based and Full-Revaluationand FRTB-SA/IMA capital calculations.

Experienced in designing and executing Market Risk controls including VaR/SVaR back-testing controls limit monitoring risk-factor data-quality checks and validation of sensitivities and stress-testing outputs to ensure accuracy and regulatory compliance.

Counterparty Credit Risk Expertise: Strong ability to interpret and work with CCR exposure methodologies such as SA-CCR CEM and IMM with deep understanding of exposure metrics including EE EPE PFE and MtM. Robust knowledge of CCR capital requirements under Basel III/IV and Credit Risk Mitigation techniques such as collateral management netting frameworks margining and ISDA/CSA arrangements.

Skilled in implementing and testing CCR controls across exposure calculations (SA-CCR/IMM) XVA processes data-quality workflows and regulatory reporting ensuring completeness consistency and audit-ready governance across the CCR lifecycle.

Implementation Experience: Practical experience in Market Risk architecture with a solid grasp of regulatory guidelines and requirements pertaining to Market Risk Regulations.

Product Knowledge: Solid Fundamental understanding of Products such as Options Option Pricing techniques Greeks Swaps/Swaptions and its pricing Bonds and its pricing Exotic options.

Project Management & Business Analysis: Demonstrated project management capabilities including the ability to identify errors early in the process and effectively challenge them as necessary.

Numerical Skills and Documentation: Excellent numerical skills with the ability to clearly articulate complex topics and proficiency in Excel and PowerPoint.

Documentation and Management: Ability to create Requirement Documents/User Stories with accurate interpretations assessments and thorough note-taking.

Communication and Collaboration: Strong communication and collaboration skills facilitating effective teamwork and stakeholder engagement.

Qualifications:

Masters degree in a relevant field (Finance Risk Economics Mathematics etc.)

Preferred Certifications: CFA/FRM/CQF

3 years of experience in Market Risk/Counterparty Credit Risk/Traded Risk Controls

Excellent communication and interpersonal skills

Ability to work effectively with cross-functional teams

Proven ability to thrive in a dynamic and fast-paced environment

Proven track record of successful involvement with change management programs and excellent communication skills

Creative approach to problem solving and ability to navigate in complex matrix environment with focus and execution

If you possess the required skills and experience and you are ready to contribute to our teams success we encourage you to apply. This is an exciting opportunity to be part of a forward-thinking organization in the financial industry.

What we look for

People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions. We look for people who are agile curious mindful and able to sustain positive energy while being adaptable and creative in their approach.

What we offer

Fuelled by the brilliance of our people EY has emerged as the strongest brand and the most attractive employer in our field with market-leading growth over competitors. Our people work side-by-side with market-leading entrepreneurs game-changers disruptors and visionaries. As an organization we are investing more time technology and money than ever before in skills and learning for our people. At EY you will have a personalized Career Journey and also the chance to tap into the resources of our career frameworks to better know about your roles skills and opportunities.

EY is equally committed to being an inclusive employer and we strive to achieve the right balance for our peopleenabling us to deliver excellent client service while allowing our people to build their careers as well as focus on their wellbeing.

If you can confidently demonstrate that you meet the criteria above please contact us as soon as possible.

Join us in shaping the future with confidence. Apply Now