Assistant Manager | Market Risk | Delhi | Regulatory & Financial Risk

Deloitte · ✓ Verified company
📍 Delhi, India · On-site · Full-time

About the role

Assistant Manager | Market Risk | Delhi | Regulatory & Financial Risk • Job requisition ID : 103192  • Location: Delhi • Entity: Deloitte Touche Tohmatsu India LLP  The Team Deloitte Strategy, Risk & Transaction helps entities mitigate risk while discovering new opportunities to create value. Our end-to-end risk services span all domains, from managing strategic risks in the C-Suite to improving board oversight, and from balancing financial and environmental policies to addressing cyber threats. Learn more about Risk, Regulatory & Forensic)   Your work profile Market Risk Reporting & Analytics​ ·      Analyse, investigate and validate risk and P&L numbers across Basel 2.5 and FRTB​ ·      Support FO in analysing impact of scenarios and management of risk appetite​ ·      Identify, validate, escalate and remediate data issues and control gaps with MR/CCR/PB teams​ ·      Report EOD VaR Flash and pricing errors to the Risk Managers (RM) ​   Uncleared Margin Rules​ ·      Validate risk measures for OTC derivatives prior to Initial Margin (IM) calculation ​ ·      Validate IM by performing attribution analysis ​ ·      Coordination with counterparties for Initial Margin Disputes related to Risk Models & Market Data ​   Market Data initiatives​ ·      Work with Quants on buildout market data analytics/Hedging ​ ·      Work on regulatory and MRM driven initiatives on tighter controls on MR/CR (like FRTB and CCAR EST risk data) ​ ·      Identify issues and control gaps in existing infrastructure​   Optimization​ ·      Work with the trading desks on optimization methodology.​ ·      Work on Risk Rebalancing and Compression runs ​   Key skills required:  - Good understanding of Derivatives - Any Graduate - Knowledge of regulatory guidelines like SIMM, FRTB, BCBS 239 - Knowledge of Greeks, Value at Risk (VaR), Credit Risk Model. Knowledge of Interest Rates, Credit spreads, bond pricing, etc. - Good Communication skills and strong analytical skills - Programming knowledge (Python, VBA etc) is good to have. - FRM/CFA is good to have. - 3-7 years of work experience