EY Senior Consultant - Market Risk Business Consulting 

India, Maharashtra, Mumbai 

184776494

motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

Market Risk Analytics - Business Consulting Risk - FSRM – Bangalore, Delhi , Mumbai

• Knowledge of market risk instruments and products, understanding of market risk functions
• Good understanding about VaR (Historical Simulation approach including Full Revaluation approach) and risk sensitivities methodology and computation.
• Experience in working across systems and processes.
• Strong analytical skills in breaking down the VaR numbers in identifying the main drivers.
• Knowledge of MR regulations such as FRTB, IBOR transition etc
• Business Analyst experience would be an added advantage.
• Strong interpersonal skills with proven ability of organisational planning and resource mobilisation
• Ability to bring analytical, structural, and effective solutions to complex problems.
• Responsible to establish a very strong partnership with stake holders -front office business, capital management, regulators, Quants, model review group and IT to contest necessary.
• Responsible to work with stakeholders to produce requirements and functional specification documents.
• Qualifications would include a bachelor’s degree / equivalent with relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flows.
• Experience with RDMS and proficient SQL skills with Python/Scripting Knowledge is a plus• 3 to 9 years of relevant work experience
• Bachelor’s degree/equivalent
• Preferred certifications: CFA/FRM/CQF
• Relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flow.
• Strong communication, documentation, facilitation, relationship-building, presentation, and negotiation skills
• Be highly flexible, adaptable, and creative
• Broad consulting and project management skills, effective written and oral communication skills
• Pursue passions beyond work and invest in your wellbeing
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.