ACN – Digital – Analytics – Risk Analytics – 11

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

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Posted: 52 days agoJob Applicants: 58Job Views: 351

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

Role:Corporate Planning/Strategy Manager

Salary: Not Disclosed by Recruiter

Industry:IT-Software, Software Services

Functional Area:Strategy, Management Consulting, Corporate Planning

Role Category:Corporate Planning/Consulting/Strategy

Employment Type:Full Time, Permanent

Education-

UG:Any Graduate in Any Specialization

PG:MBA/PGDM in Marketing

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 world’s 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.
Company Info
View Contact Details+

Contact Company:Accenture Solutions Pvt Ltd

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

Reference Id:49089

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