Job Description

As a global leader in assurance, tax, transaction, and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you training, opportunities, and creative freedom. At EY, we don't just focus on who you are now, but who you can become. We believe that it's your career and 'It's yours to build' which means potential here is limitless and we'll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.The opportunity:Market Risk Analytics - Business Consulting Risk - FSRM - Bangalore (Open for Delhi NCR, Mumbai, Kolkata, Pune, Chennai)Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety, challenge, responsibility, and the opportunity to realize your leadership potential.Our Financial Services Risk Management (FSRM) practice focuses on risk management, regulatory, quantitative, and technology backgrounds. The breadth of experiences of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well-integrated manner.Your key responsibilities:Knowledge, skills & experience

• 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

To qualify for the role, you must have:

• 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.

Skills and attributes:In addition to technical competence, what will set you up for success at EY is your ability to:

• 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.

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