Manager | Market Risk Quant | Hyderabad | Regulatory & Financial Risk
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
Manager Regulatory Risk & Forensic-Regulatory and Financial Risk Market Risk
- Location: Hyderabad
The team
Deloitte Strategy Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains from managing strategic risks in the C-Suite to improving board oversight and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk Regulatory & Forensic)
Your work
Market Risk Reporting & Analytics
- Analyse investigate and validate risk and P&L numbers across Basel 2.5 and FRTB
- Support FO in analysing impact of scenarios and management of risk appetite
- Identify validate escalate and remediate data issues and control gaps with MR/CCR/PB teams
- Report EOD VaR Flash and pricing errors to the Risk Managers (RM)
Uncleared Margin Rules
- Validate risk measures for OTC derivatives prior to Initial Margin (IM) calculation
- Validate IM by performing attribution analysis
- Coordination with counterparties for Initial Margin Disputes related to Risk Models & Market Data
Market Data initiatives
- Work with Quants on buildout market data analytics/Hedging
- Work on regulatory and MRM driven initiatives on tighter controls on MR/CR (like FRTB and CCAR EST risk data)
- Identify issues and control gaps in existing infrastructure
Optimization
- Work with the trading desks on optimization methodology.
- Work on Risk Rebalancing and Compression runs
Key skills required:
- Minimum 5-8 years of relevant experience
- Good understanding of Derivatives
- Knowledge of regulatory guidelines like SIMM FRTB BCBS 239
- Knowledge of Greeks Value at Risk (VaR) Credit Risk Model. Knowledge of Interest Rates Credit spreads bond pricing etc.
- Good Communication skills and strong analytical skills
- Programming knowledge (Python VBA etc) is good to have.
- FRM/CFA is good to have
Required Experience:
Manager
About Company
Deloitte Touche Tohmatsu Limited, commonly referred to as Deloitte, is a multinational professional services network. Deloitte is one of the "Big Four" accounting organizations and the largest professional services network in the world by revenue and number of professionals with headq ... View more
