Require Consultant- Market Risk with Leading Consulting Firm, Mumbai/Gurgoan/Bangalore (2-5 yrs.)

 Seniors are typically project team members who will be involved in working for any one of the following areas:

 Treasury middle office or front office or Market Risk (preferably in a bank) – The candidate must have sound understanding of Treasury products (Forex, Derivative, Fixed income and Money Market) with respect to valuation and pricing.

 Understanding on Greeks, risk calculation, VaR, Expected shortfall, Back testing of VaR would be preferable.

 Experience in policies, procedures and regulatory reporting requirements in Treasury and Market Risk areas will be added advantage

 Seniors may play the role of team leader on some engagements with 1-3 team members reporting to them for the project. In such cases seniors shall have responsibility of reviewing the work done (Deliverables) by the team members
 Interact with the client representatives for the ongoing requirements of the project

 Consistently deliver quality client services and take charge of the project area assigned to him/her

 Monitor progress as per the goals on personal and professional areas, manage risk and verify key stakeholders are kept informed about progress and expected outcomes

 Demonstrate in-depth technical capabilities and professional knowledge. Demonstrate ability to assimilate to new knowledge

 Possess good business acumen. Remain current on new developments in advisory services capabilities and industry knowledge

 The job would require travel to client locations anywhere within India and abroad

 Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to Valuation and Pricing is a must
 Experience of model validation/ Model development for treasury products and sound understanding of financial modeling and econometrics with respect to valuation and pricing,
 A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will be preferable,
 Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard, Calypso, Numerix etc.)
 Should have prior experience in risk related areas, viz., market and treasury risks