Market Risk- Assistant Manager

About KPMG India

KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada.

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.

Roles And Responsibilities

(Market Risk) :

Knowledge & Experience in :

Model development / validation in Liquidity risk , valuation models , CCR & stress testing models.

Market risk / IRRBB / Liquidity risk / ALM & FTP / Basel regulations

Should have experience in working on EU regulation, such as CRR, ECB Guide on internal models, EBA Guidelines

Other important skills

Good Communication skills . If knows foreign languages like German / Dutch / French .. its an add on

Proficient with Excel / PPT – Python / R / SQL is an advantage

Modelling software experience SAS, Python , Matlab is an added

Preferably with background where candidate should have worked with clients or banks which are in the European market

Equal employment opportunity information

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