& Summary:

PwC India are seeking a skilled market risk quant with a strong understanding of theMarket Risk,Asset Liability Management, Liquidity management,Derivative Pricing,VaR,,Treasury processes, Funds Transfer Pricingregulations. The individual should have expertise inquantitative modelling and knowledge offinancialproducts inTreasury (derivative &fixed-income)

Responsibilities

• Master’s degree in finance, Economics, Mathematics, Statistics,Financial Engineeringor a related quantitative field, ensuring a strong foundation in complex financial modeling

• Understanding of market risk concepts and regulations, particularlyFair Valuation,VaR,,Sensitivities, Collateral Risk Management, Hedge Effectiveness & Hedge Accounting

• Understanding of Spot and Derivative markets operations for equities, interest rate, commodities and foreign exchange products and valuation of the OTC and structured products

• Understanding of Financial Modelling, Asset & Liability Management (ALM) and Transfer Pricing

• Knowledge of Treasury operations in Front-office, Mid-office and Back-office

• Proficiency in programming languages such as PythonRfor data analysis and modeling

• Excellent verbal and written communication skills for effective articulation of complex quantitative concepts, and a collaborative approach for working in team environments with other analysts, risk managers, and IT professionals

• Detail-oriented with strong organizational skills and ability to manage multiple priorities

• 5+ years of experience in market riskALM/Liquidity modeldevelopment/validation

• FRM/CQF/CFA certification would be a plus

The candidate also needs to have proficiency in one of the following:

Prior experiencein advising and implementing with Banks/ NBFCs/ Insurance / Corporate Treasury on the above areas

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

The Individual

Prior experiences in managing and motivating the team in risk related areas

Strong ability to map client business requirements and convert the same to a viable business proposition

Strong communication skills with client facing experience

Ability to interact and make presentations at the CXO level

Prior experience in working with Bloomberg / Reuters/ Other Valuation Tools is desirable

Mandatory skill sets:

Market Risk Quant

Preferred skill sets

Liquidity

Years of experience required

7+Years

Education qualification

Master’s or Ph.D. degree