Job Description

Line of Service AdvisoryIndustry/Sector FS X-SectorSpecialism OperationsManagement Level Senior Associate & Summary A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.:
PwC India is seeking skilled resources with good understanding of different aspects of Business Analysis.
The individual should have good knowledge around Market Risk/Basel 2.5 norms/FRTB.
Location: Mumbai
Grade - Senior Associate/ Manager
Experience - 5-9 Years Experience
Role Summary
The role demands a good level of understanding of Market Risk/Basel 2.5 norms/FRTB along with strong
hands-on experience in Change management and Business Analyst projects.
Responsibilities:
Perform a BA role for Market risk projects in Change Management and work with various
stakeholders in understanding the requirements pertaining to VaR calculations/Basel 2.5,
Backtesting, Greeks, Sensitivity Analysis.
Articulate the requirements into simpler, understandable statements through tools in the form of a
Business Requirement Document (BRD), Functional Specification Document (FSD) etc.
Work with development team to model the requirements, and propose, calibrate, and implement
appropriate assumptions.
Engage in constant and continuous communication with all the stakeholders to ensure smooth
completion of tasks and report any deviations from proposed timelines.
Prepare and consolidate test cases across the capital calculations, including any adjustments,
reconciliation, exception management, reporting, etc.
Review test cases ensuring completeness of UAT coverage & Change Management.
Collaborate seamlessly across various business units, integrating change management principles to
ensure holistic alignment with organizational goals.
Prepare project reports and trackers highlighting risks, analyzing trends an recommendations
/adjustments that address or capitalize on changes required.
Requirements:
Should be well versed with Change management process including drafting business requirement
documents, functional specifications documents, preparing user stories and test cases.
Ability to write multi-application test strategies, test plans, and detailed test cases with expected
outcome.
Experience in understanding and interpreting the computation of risk measures (VaR, IRC, ES etc.),
management of risk limits, risk reporting etc.
Knowledge on Basel norms and FRTB. Strong analytical skills, communication/ interpersonal, documentation, stakeholder management,
and teamwork skills required.
Experience and strong knowledge of data flow, inputs and data management tools such as JIRA,
Confluence etc.
Proficiency in data analysis, virtualization and BI solutions - SQL, Python, Dremio, PowerBI, Alteryx,
Tableau etc.Mandatory skill sets- Market Risk
Preferred skill sets- Basel 2.5 norms/FRTB
Year of experience required- 5 to 9 Years
Qualifications- Post GraduationEducation (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 Skills Market RiskOptional Skills Fundamental Review of the Trading Book (FRTB)Desired Languages (If blank, desired languages not specified)Travel RequirementsAvailable for Work Visa Sponsorship?Government Clearance Required?Job Posting End Date

PwC