ACN – Digital – Analytics – Risk Analytics – 09

from 3 to 5 year(s) of Experience
Not Disclosed by Recruiter

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Posted: 42 days agoJob Applicants: 90Job Views: 306

Job Description

Job Description

3 - 5 years of relevant Market Risk and Capital Markets experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas:

1.Development and validation of:
Derivative Models of Vanilla and Exotics products across asset classes Equity, FX, IR and Credit
Risk Models - VaR, ES, PFE, CVA, P&L Attribution, Sensitivity / Stress Testing and Back Testing
Market Risk, Counterparty Credit Risk Capital Charge Computations as per Basel III Guidelines (SA and IMA approaches)
Understanding of Basel III / FRTB (SA and IMA Approaches), FRTB CVA, Interest Rate and Liquidity Risk Standards
2.Conceptual understanding of interest rate pricing models, equity and FX option pricing models, commodities, single and multifactor derivative pricing models, stochastic volatility models, stochastic calculus (Expectations, Ito calculus, change of measure, Martingale theorem), Statistics (OLS MLE, PCA etc. ), Regression and Time Series Forecasting techniques)
3.Tools like- Bloomberg, Reuters, NumeriX, Fincad, Murex, Calypso, Encompass etc.
4.Programing Languages - VBA, R, Python, Matlab, C etc.
5.Strong understanding of Market Risk and Treasury operations and ability to apply them in client discussions and project implementation

Key Responsibilities:
Engagement Execution
1.Work independently/with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of market risk and capital market solutions for Accenture s clients.
2.Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members
3.Demonstrated ability of managing day to day interactions with the Client stakeholders

Practice Enablement
Guide junior team members.
Support development of the Practice by driving innovations, initiatives.
Develop thought capital and disseminate information around current and emerging trends in Market Risk and Capital Markets
Travel: Willingness to travel up to 40% of the time

1.Master s degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities
2.Strong academic credentials and publications, if applicable.
3.Industry certifications such as FRM, PRM, CFA preferred
4.Excellent communication and interpersonal skills
5.Exposure to working in globally distributed workforce environment
6.Willingness to travel up to 40% of the time

Salary: Not Disclosed by Recruiter

Industry:IT-Software / Software Services

Functional Area:IT Software - Other

Role Category:System Design/Implementation/ERP/CRM

Role:Business Analyst

Employment Type:Full Time, Permanent

Key Skills


UG:Any Graduate - Any Specialization

PG:MBA/PGDM - Any Specialization

Doctorate:Doctorate Not Required

Company Profile

Accenture Solutions Pvt Ltd

Accenture is a global professional services company with leading capabilities in digital, cloud and security. Combining unmatched experience and specialized skills across more than 40 industries, we offer Strategy and Consulting, Interactive, Technology and Operations services”all powered by the worlds largest network of Advanced Technology and Intelligent Operations centers. Our 514,000 people deliver on the promise of technology and human ingenuity every day, serving clients in more than 120 countries. We embrace the power of change to create value and shared success for our clients, people, shareholders, partners and communities.
View Contact Details+

Contact Company:Accenture Solutions Pvt Ltd

Address:Plant 3,Godrej and Boyce Compound, MUMBAI, Maharashtra, India

Reference Id:49086