IN-Senior Associate_ Treasury _FST - Captives_Advisory_Mumbai
Price Waterhouse Coopers · Mumbai · onsite · Posted 58d ago
Not disclosed3–5 yrsfulltimeSourced from
About a minute. You'll make an account on the way through.
About this role
, IRRBB, CCAR, PRA).
· Maintain thorough records of validation processes, assumptions, and results for both internal and regulatory reviews.
Risk Management Collaboration:
· Work closely with the Treasury, Liquidity Risk, and Market Risk teams to understand the models role in risk management and the broader strategic impact.
· Provide support during internal and external audits related to model governance and validation.
Continuous Improvement:
· Stay informed on the latest regulatory developments, market trends, and validation techniques in Treasury and Liquidity Risk Management.
· Assist in refining the model risk management framework to improve the effectiveness of model validation processes.
Education:
· A Master's degree or higher in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, Economics, or a related field.
· Certifications such as CFA, FRM, or PRM are a plus.
Experience:
· 3+ years of experience in model validation or model development within Treasury, Liquidity Risk, or Market Risk.
· Strong understanding of Treasury and Liquidity Risk models, including LCR, NSFR, interest rate risk, and liquidity gap analysis.
· Experience with model development, validation, or governance frameworks in a financial institution, preferably within a multinational investment bank.
Technical Skills:
· Proficiency in programming languages used for model validation, such as Python, R, or MATLAB.
· Advanced knowledge of Excel, including VBA.
· Familiarity with regulatory requirements related to Treasury and Liquidity Risk (e.g., Basel
· Maintain thorough records of validation processes, assumptions, and results for both internal and regulatory reviews.
Risk Management Collaboration:
· Work closely with the Treasury, Liquidity Risk, and Market Risk teams to understand the models role in risk management and the broader strategic impact.
· Provide support during internal and external audits related to model governance and validation.
Continuous Improvement:
· Stay informed on the latest regulatory developments, market trends, and validation techniques in Treasury and Liquidity Risk Management.
· Assist in refining the model risk management framework to improve the effectiveness of model validation processes.
Education:
· A Master's degree or higher in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, Economics, or a related field.
· Certifications such as CFA, FRM, or PRM are a plus.
Experience:
· 3+ years of experience in model validation or model development within Treasury, Liquidity Risk, or Market Risk.
· Strong understanding of Treasury and Liquidity Risk models, including LCR, NSFR, interest rate risk, and liquidity gap analysis.
· Experience with model development, validation, or governance frameworks in a financial institution, preferably within a multinational investment bank.
Technical Skills:
· Proficiency in programming languages used for model validation, such as Python, R, or MATLAB.
· Advanced knowledge of Excel, including VBA.
· Familiarity with regulatory requirements related to Treasury and Liquidity Risk (e.g., Basel
Sourced from foundit
Skills
Regulatory requirements related to Treasury and Liquidity RiskMatlabrVBAPythonexcel
About PwC
Price Waterhouse Coopers
Management Consulting
30k+
employees
1880
146 years old
Bangalore / Bengaluru, Karnataka
India
₹18.4L PA avg
Avg at PwC
About
PwC is a community of solvers combining human ingenuity, experience, technology, and products to help organizations build trust and deliver sustained outcomes.
Industries
Management ConsultingAccounting & Auditing
Employee ratings
10 reviews
3.3/ 5
Culture
2.7
Career growth
2.3
Work-life
1.9
Employees rate it well for
Job Security34Skill Development34
Find them on