Job Description

Line of Service AdvisoryIndustry/Sector FS X-SectorSpecialism RiskManagement Level Director & 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. Were 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.Price Waterhouse Coopers Pvt. Ltd (PwC)
A. Our Purpose: At PwC, our purpose is to build trust in society and solve important
problems.
B. About PwC: Were 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.
C. 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 teams 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
D. Job Title : Director - Market Risk & ALM
E. Function : Financial Risk & Regulations
F. Location : Mumbai
G. REQUIREMENTS
I. QUALIFICATIONS & EXPERIENCE
1. Qualified CAs or Postgraduate with - with minimum 10 years of experience in Consulting
Firms, Banks, Rating Agency, Large Technology Company
II. EXPERTISE
ROLE & 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 areasII. 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 desirableMandatory skill sets- Financial Services
Preferred skill sets- Financial Services
Year of experience required- 13+
Qualifications- CA or Post GraduateEducation (if blank, degree and/or field of study not specified) Degrees/Field of Study required:Degrees/Field of Study preferred:Certifications (if blank, certifications not specified)Required SkillsOptional SkillsDesired Languages (If blank, desired languages not specified)Travel RequirementsAvailable for Work Visa Sponsorship?Government Clearance Required?Job Posting End Date

PwC