Deloitte | Assistant Manager | Market Risk | Delhi | Regulatory & Financial Risk

Responsibilities

• The Team Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value.
• 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: Good understanding of Derivatives Any Graduate.

Requirements

• 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.

Deloitte

Deloitte is one of the Big Four professional services networks, offering audit and assurance, tax, consulting, financial advisory and risk advisory services. The firm traces its roots to William Welch Deloitte, who opened an accounting practice in London in 1845.

In India, Deloitte works through member firms such as Deloitte Haskins & Sells LLP and Deloitte Touche Tohmatsu India LLP. Both are among the largest recruiters of chartered accountants for audit, tax, risk advisory, transactions and consulting roles.

• Industry: Audit, tax, consulting and advisory (Big Four)
• Headquarters: London, UK
• In India: Deloitte member firms in India with offices in major cities