Job Description
📍 Location: Mumbai
💼 Role: Business Analyst – Market Risk
🗓 Experience: 3–8 Years
We are hiring a Business Analyst with strong expertise in Market Risk, FRTB, and VaR modelling to support regulatory and internal risk initiatives for one of the leading BIG4 consulting firm.
Key Responsibilities
- Support FRTB SA/IMA implementation, PLAT testing, model eligibility, and regulatory documentation.
- Perform VaR, sVaR, and Expected Shortfall calculations, backtesting, and risk analysis.
- Conduct stress testing and scenario analysis aligned with Basel III/IV and regulatory guidelines.
- Analyze large market datasets (Rates, FX, Credit, Equities, Commodities) and enhance risk reporting automation.
- Collaborate with Front Office, Quants, Finance, and Technology teams on risk infrastructure and controls.
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