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Deloitte

Manager - Market Risk FRTB

Deloitte

Mumbai, Maharashtra, India · 정규직

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경험
3년 이상
샐러리
채용 공고
1
게시됨
3시간전
작업 모드
사무실에서
재개하다
신청 시 필수 사항

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직무 설명

About the Role

This position involves working within Deloitte Strategy, Risk & Transaction services to assist business analysts in delivering FRTB-related initiatives for global banking clients. The focus is on one of the key regulatory challenges in market risk management, addressing both the Internal Models Approach (IMA) and Standardized Approach (SA) components.

Location and Entity

  • Position based in Mumbai, Maharashtra, India with opportunities Pan India
  • Part of Deloitte Touche Tohmatsu India LLP

Responsibilities

  • Support Business Analysts with over three years of experience on FRTB programs
  • Engage in implementation of both FRTB IMA and SA frameworks across front office, risk, product control, IT, reporting, and quantitative teams
  • Work closely with Quantitative Analytics and Model Validation groups
  • Manage stakeholder engagement and business analysis tasks

Requirements

  • Demonstrated expertise in market risk domain including Basel 2.5 regulations
  • Proven hands-on experience implementing FRTB standards including PLA, RFET, Backtesting, Expected Shortfall (ES), Stressed ES (SES), Standardized Approach (SA), and RRAO
  • Strong knowledge of market data handling and time series analysis
  • Understanding of Trading Book and Banking Book boundaries
  • Familiarity with regulatory frameworks from BCBS, PRA, ECB, or US FRTB requirements

Additional Information

  • Relevant domains include Investment Banking, Market Risk, and Regulatory Change
  • Experience level required: minimum 3 years
  • Potential work locations encompass Delhi NCR, Bangalore, Mumbai, Hyderabad, and Pune

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