Associate Consultant - Market Trading Risk Analytics (Pune/Bangalore)

Job Summary Responsibilities

• Perform core daily risk management oversight for FX Trading business including VaR analysis, open position monitoring, adherence to limits, and stressscenario modeling.
• Monitor market volatility through quantitative techniques to ensure principal exposure is within firm s risk appetite.
• Maintenance of data and providing information for regulatory reports, and internal Audit/ Compliance.
• Maintain and assist in ongoing development of metrices and analysis of PL attribution, regulatory capital consumption and return on capital / RWA.
• Manage initiatives, audit remediation, and regulatory projects such as the development of NT s trading risk management on implementation and createanalytical reporting.
• Assist in establishing processes, documentation, and controls to manage risks associated with FX and derivatives.
• Interpret model outputs, communicate findings, and present to stakeholders, including risk managers, capitals market team, and senior management.
• Conduct quantitative analysis to assess model performance and outcome for at top of the house portfolio and trading desk level.
• Collaborate with IT teams to ensure smooth integration of models and analytical tooling in existing systems and infrastructure.
• Prepare ad hoc risk analysis as required by senior business or risk personnel or as required for proposed products or services.
• Act as liaison with business units (FX Trading Desks and Treasury) and internal control functions including Audit, Compliance and Model Validationteam and assist in the resolution of any audit or control issues related to FX products.

Knowledge and Skills

• Knowledge of Capital Markets and financial products such as foreign exchange, fixed income, and derivatives is preferred.
• Understanding of VaR, default and settlement risk, stress testing, and mark to market calculations.
• Familiarity with Murex Risk, Bloomberg, and reporting solutions such as Power BI, Cognos, Tableau etc.
• Experience with Excel VBA coding/building prototype risk models and reporting using Python, R, SQL etc.
• Must be comfortable working in fast paced environment with ability to make and communicate effective risk management decisions.
• Ability to articulate risk management policies and methodologies.
• Experience with the foreign exchange and derivative space.
• Excellent problem solving and analytical skills.
• Strong written and verbal communication skills, including presentations.
• Ability to work independently with limited oversight.

Experience Qualifications

• MBA in Finance from a Tier I or II college/Chartered Accountant with relevant experience
• Industry Certification (CFA/FRM) is preferred

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