Market Risk Specialist

4 weeks ago


Mumbai Metropolitan Region, India KPMG India Full time

About KPMG INDIA


KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.


Role description:


  • Independently manage medium to large projects through the lifecycle and use BA tools proficiently (business requirement documents, functional specification documents, data matrix, Work Flow Diagrams etc.)
  • Run test management processes for medium to large scale projects (Test Strategy/Approach

documentation, managing User Acceptance Testing, building test plans and test scenarios, building

implementation plans.

  • Assist our stakeholder businesses with their tactical/strategic solution requirements, services and/or program.
  • Must be able to work with Technology, Risk Management, Risk Middle Office, and Front Office to identify and maximize opportunities that help in delivery of projects and to improve product, service and program business processes
  • Must have the ability to work with a team and train people on various subjects, structure the project governance model and also work together with regional counterparts to devise induction framework for all the resources entering into the project.
  • Prepare project reports (weekly project update, monthly status update, highlighting risks, resource utilization, analyses trends, recommends adjustments that address or capitalize on these changes.
  • Run test management processes for medium to large scale projects (Test Strategy/Approach

documentation, managing User Acceptance Testing, building test plans and test scenarios, building

implementation plans.)


Skills, experience, qualifications and knowledge required:


  • Strong understanding of capital market products and derivatives across asset classes
  • Good knowledge of the Market Risk domain with project experience in areas like computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc.
  • Good understanding of the Basel norms, particularly FRTB and Basel 2.5 standards
  • Ability to operate in both agile and waterfall style project methodologies and have an understanding of deliverables required for each methodology
  • Attention to detail and high quality standards of documentation, processes and control environment.
  • Experience in the full E2E systems delivery lifecycle (SDLC)
  • Detailed knowledge of all Microsoft Office products, i.e. Word, Excel, Power Point, Project and Visio
  • Proficiency in data analysis, virtualization and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx,Tableau etc.
  • Excellent communication, organization, prioritisation and documentation skills.
  • Flexibility – adapts effectively to changing plans, domains and priorities; Is open and flexible when faced with changing project constraints.
  • Deals comfortably with ambiguity – Stays on target to complete goals regardless of obstacles or adverse circumstances
  • Rigorous follow ups through on all commitments to achieve results
  • Excellent and demonstrable understanding of “best practice” approaches to functional testing especially user Acceptance Testing
  • Ability to identify any inefficiencies in processes and suggest ideas for automation and/or operating model changes.


Good communication skills, analytical and presentation skills are mandatory for the above skill set.

If interested please send in your Cvs to anamikagandhi@kpmg.com.


  • Looking for selected candidates to join within 30 to 45 days or an immediate joiner.



Equal employment opportunity information

KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you


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