Market Risk

**Market Risk -BA ( Con)** *** Summary Experience Required: **3 - 4 Years** **Location**: **Mumbai,Bangalore,GGN** Category: **Management Consulting** >> OVERVIEW KPMG is a global network of independent member firms offering audit, tax, and advisory services. The firms work closely with clients, helping them to mitigate risks and grasp opportunities. Member firms' clients include business corporations, governments and public sector agencies and not-for-profit organizations. They look to KPMG for a consistent standard of service based on high order professional capabilities, industry insight and local knowledge. KPMG member firms can be found in 152 countries. Collectively they employ more than 189,000 people across a range of disciplines. Sustaining and enhancing the quality of this professional workforce is KPMG's primary objective. Wherever our firms operate, we want them to be no less than the professional employers of choice. KPMG was established in India in September 1993 and has rapidly built a significant competitive presence in the country. The firm operates from its offices in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Hyderabad, Kochi, Kolkata, Mumbai, Noida, Pune and Vadodara, and offers its clients a full range of services, including financial and business advisory, tax and regulatory, and risk advisory services. In India, KPMG has a client base of over 2700 companies. The firm's global approach to service delivery helps provide value-added services to clients. The firm serves leading information technology companies and has a strong presence in the financial services sector in India while serving a number of market leaders in other industry segments. Our differentiation is derived from a rapid performance-based, industry-tailored and technology-enabled business advisory services delivered by some of the leading talented professionals in the country. KPMG professionals are grouped by industry focus and our clients are able to deal with industry professionals who speak their language. Our internal information technology and knowledge management systems enable the delivery of informed and timely business advice to clients. KPMG is hiring individuals for projects with Multinational Investment Banks. >> ROLE & RESPONSIBILITIES - Ensuring E2E delivery - requirement gathering, test execution plan, defining scope, identifying risks, dependencies and aligning stakeholder expectations throughout the lifecycle of the project - In-depth analysis of market risk data and systems and perform AS-IS vs TO-BE mapping of the markets risk platforms - Impact analysis of the regulatory changes on the market risk systems in the organization - Engage with stakeholders from multiple regions and develop rationalized market risk reporting structure across firm >> THE INDIVIDUAL - 3-10 years of experience as business analyst in Market Risk domain (Interest Rate Risk, Equity price risk, Exchange rate risk, Commodity price risk, VaR, Stress testing) - Good understanding of Capital markets and should a have an exposure over asset classes like Equity, Debt and Derivatives - Knowledge of FRTB, Basel Standards is essential - Good experience in documentation of project artefacts like BRDs, FSDs - Hands on experience on JIRA and confluence for Project management - Python programming and basic to intermediate level of SQL knowledge is essential - Excellent communication and stakeholder management skills >> QUALIFICATION - MBA or Master’s / Doctorate Degree in fields such as Mathematics, Statistics, Econometrics, Finance or Operations Research - People with CFA/ FRM degrees will be preferred - Knowledge of risk management functions across different lines of business in banking industry >> SELECTION PROCESS >> COMPENSATION - Compensation is competitive with industry standards >> PEOPLE BENEFITS - Continuous learning program - Driving a culture of recognition through ‘ENCORE’ our quarterly rewards and recognition program - Comprehensive medical insurance coverage for staff and family - Expansive general and accidental coverage for staff - Executive Health checkup (Manager & above, and for staff above the age of 30) - Les Concierge desks - Internal & Global mobility - Various other people friendly initiatives - Strong commitment to our Values such as CSR initiatives >> OVERVIEW KPMG is a global network of independent member firms offering audit, tax and advisory services. The firms work closely with clients, helping them to mitigate risks and grasp opportunities. Member firms' clients include business corporations, governments and public sector agencies and not-for-profit organizations. They look to KPMG for a consistent standard of service based on high order professional capabilities, industry insight and local knowledge. KPMG member firms can be found in 152 countries. Collectively they employ more than 189,000 people across a range of disciplines. Sustaining and enhancing the quality of this