IN_Director– Market Risk & ALM – Financial services Risk–Advisory- Mumbai

IN_Director– Market Risk & ALM – Financial services Risk–Advisory- Mumbai

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Risk

Management Level

Director

Job Description & Summary

A career within Regulatory Risk and Compliance services, will provide you with the opportunity to help companies rethink their approach to risk and create a sustainable risk advantage. We’re a part of a unique client proposition, assisting our clients develop proper internal controls by leveraging analytics and technology solutions to underpin efficient execution of governance, to optimise their risk and compliance policies and processes, and improve business performance.

*Why PWCAt PwC,





you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this,





we have zero tolerance for any discrimination and harassment based on the above considerations. "

Our Purpose: At PwC, our purpose is to build trust in society and solve important problems. About PwC: We’re a network of firms in 158 countries with over 250,000 people who are committed to delivering quality in assurance, advisory and tax services. In India, PwC has offices in Ahmedabad, Bengaluru, Bhopal, Chennai, Dehradun, Delhi NCR, Hyderabad, Kolkata, Mumbai, Pune, Raipur and Shimla. Find out more at www.pwc.com. About the team : Financial Services & Treasury - We are a team that includes subject matter experts with deep industry experience and from varied backgrounds including banking, insurance, risk management, treasury, rating analyst, information technology and consulting.





This enables us to address a variety of client issues. The team’s skill sets and competencies span multiple fields that demand an in-depth knowledge of quantitative methods across risk analytics, predictive and decision modelling, advanced analytics like ML/AI, actuary, capital estimations, pricing of financial instruments including derivatives and regulatory remediation

Responsibilities:
a. Thorough understanding of the treasury products & services
b. Sound knowledge of Basel Accords and related areas – Market Risk, Counterparty Credit Risk, CVA/DVA etc.
c. Understanding of Spot and Derivative markets operations for equities, interest rate, commodities and foreign exchange products and
valuation of the OTC and structured products
d.





Understanding of Financial Modelling, Asset & Liability Management (ALM) and Transfer Pricing
e. Knowledge on treasury operations – FO/MO/BO
f. Ability to take an integrated approach to Enterprise Risk Management (ERM)
The candidate also needs to have proficiency in one of the following:
I. Prior experience in advising and implementing with Banks/ NBFCs/ Insurance / Corporate Treasury on the above areas
II. Treasury middle office/front office preferably in a bank treasury– Sound understanding of policies, processes, procedures,
quantifications and regulatory reporting requirements and preferably should have played a role in defining them
III. THE INDIVIDUAL
1. Prior experiences in managing and motivating the team in risk related areas
2.





Strong ability to map client business requirements and convert the same to a viable business proposition
3. Strong communication skills with client facing experience
4. Ability to interact and make presentations at the CXO level
5. Prior experience in working with Bloomberg / Reuters/ Other Valuation Tools is desirable
Good to have requirements:
As mentioned above

Mandatory Skill Sets:
Market Risk, ALM

Preferred Skill Sets:
Market Risk, ALM

Educational Qualification:

Qualified CAs or Postgraduate

Years of Experience:
minimum 10 years of experience in Consulting Firms, Banks, Rating Agency, Large Technology Company

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Master Degree







Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Market Risk, Microsoft ALM

Optional Skills

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

▶️ IN_Director– Market Risk & ALM – Financial services Risk–Advisory- Mumbai
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