EY Manager - FS - FSRM - Mumbai in Maharashtra, India

Title: Manager - FS - FSRM - Mumbai

Location: IN-Maharashtra-Mumbai

Job Number: MUM005IR

The ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition.

  • The role involves primarily business analysis and system implementation and testing.

  • Candidates should have at least 4 - 10 years of experience in the financial markets / bank's treasury middle office / market risk function.

  • Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products

  • Knowledge of quantitative finance concepts such as stochastic calculus, pricing theory as well as statistical modelling concepts.

  • Experience in developing and validating market risk methodologies and frameworks

  • Experience in Basel 2, Basel 2.5 (IMA) and Basel 3 implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC), Expected Shortfall, Credit value adjustment (CVA), Potential Future Exposures (PFE), Counterparty Credit Risk (CCR), etc.

  • Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC

  • Experience in managing large projects with respect to market risk / treasury implementation and working in multi-dimensional teams involving various departments and system vendors

  • Willingness to travel - both domestic as well as internationally.

Qualifications :

  • MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.

  • Professional Certifications like the CFA and FRM will be an added plus

  • Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.

  • Excellent communications skills (both oral and written) and ability to lead large diverse team of functional and technical professionals

  • Excellent project management skills

  • Result oriented individual with a demonstrated record of accomplishments, strong client orientation, demonstrated commitment to business ethics, and self-development

Qualifications:

The ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition.

  • The role involves primarily business analysis and system implementation and testing.

  • Candidates should have at least 4 - 10 years of experience in the financial markets / bank's treasury middle office / market risk function.

  • Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products

  • Knowledge of quantitative finance concepts such as stochastic calculus, pricing theory as well as statistical modelling concepts.

  • Experience in developing and validating market risk methodologies and frameworks

  • Experience in Basel 2, Basel 2.5 (IMA) and Basel 3 implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC), Expected Shortfall, Credit value adjustment (CVA), Potential Future Exposures (PFE), Counterparty Credit Risk (CCR), etc.

  • Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC

  • Experience in managing large projects with respect to market risk / treasury implementation and working in multi-dimensional teams involving various departments and system vendors

  • Willingness to travel - both domestic as well as internationally.

Qualifications :

  • MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.

  • Professional Certifications like the CFA and FRM will be an added plus

  • Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.

  • Excellent communications skills (both oral and written) and ability to lead large diverse team of functional and technical professionals

  • Excellent project management skills

  • Result oriented individual with a demonstrated record of accomplishments, strong client orientation, demonstrated commitment to business ethics, and self-development