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Employment Type: Full-time

Consultor de riesgos

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Fitch Learning | CQF Learning Manager, Senior Associate – Dubai, UAE

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Senior Associate, CQF Learning Manager, Singapore

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Senior Consultant – Business Consulting Risk – Market Risk FRTB- FSRM – Bangalore, Mumbai, Pune

As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom. At EY, we don’t just focus on who you are now, but who you can become. We believe that it’s your career and ‘It’s yours to build’ which means potential here is limitless and we’ll provide you with motivating and fulfilling experiences throughout your career to help you on the path to becoming your best professional self.

The opportunity : Senior Consultant- Traded Risk(Market risk/FRTB,CCR/SACCR/IMM) – FSRM – Mumbai,Bangalore,Pune

We are looking for a talented Traded Risk Specialist Consultant to join our dynamic team in Mumbai,Pune or Bangalore. The ideal candidate will have a robust background in Traded Risk, particularly in asset classes, and a solid understanding of regulatory frameworks such as FRTB SA/IMA, Basel 2.5,SACCR,IMM and CVA. The candidate should have at least 3 years of experience in Traded Risk and demonstrate expertise in risk models, methodologies, and risk management practices.

Experience and Skills Required:

Market Risk Expertise: Comprehensive understanding of Market Risk across asset classes, including IMA model permissions (VaR, SVaR, IRC), and VaR calculation methodologies such as Historical Simulation and Monte Carlo simulations. Strong grasp of pricing approaches—Sensitivity-based and Full-Revaluation—and FRTB-SA/IMA capital calculations.

Experienced in designing and executing Market Risk controls, including VaR/SVaR back-testing controls, limit monitoring, risk-factor data-quality checks, and validation of sensitivities and stress-testing outputs to ensure accuracy and regulatory compliance.

Counterparty Credit Risk Expertise: Strong ability to interpret and work with CCR exposure methodologies such as SA-CCR, CEM, and IMM, with deep understanding of exposure metrics including EE, EPE, PFE, and MtM. Robust knowledge of CCR capital requirements under Basel III/IV and Credit Risk Mitigation techniques such as collateral management, netting frameworks, margining, and ISDA/CSA arrangements.

Skilled in implementing and testing CCR controls across exposure calculations (SA-CCR/IMM), XVA processes, data-quality workflows, and regulatory reporting, ensuring completeness, consistency, and audit-ready governance across the CCR lifecycle.

Implementation Experience: Practical experience in Market Risk architecture, with a solid grasp of regulatory guidelines and requirements pertaining to Market Risk Regulations.

Product Knowledge: Solid Fundamental understanding of Products such as Options, Option Pricing techniques, Greeks, Swaps/Swaptions and its pricing, Bonds and its pricing, Exotic options.

Project Management & Business Analysis: Demonstrated project management capabilities, including the ability to identify errors early in the process and effectively challenge them as necessary.

Numerical Skills and Documentation: Excellent numerical skills, with the ability to clearly articulate complex topics and proficiency in Excel and PowerPoint.

Documentation and Management: Ability to create Requirement Documents/User Stories with accurate interpretations, assessments, and thorough note-taking.

Communication and Collaboration: Strong communication and collaboration skills, facilitating effective teamwork and stakeholder engagement.

Qualifications:

  • Master’s degree in a relevant field (Finance, Risk, Economics, Mathematics, etc.)
  • Preferred Certifications: CFA/FRM/CQF
  • 3+ years of experience in Market Risk/Counterparty Credit Risk/Traded Risk Controls
  • Excellent communication and interpersonal skills
  • Ability to work effectively with cross-functional teams
  • Proven ability to thrive in a dynamic and fast-paced environment
  • Proven track record of successful involvement with change management programs and excellent communication skills
  • Creative approach to problem solving and ability to navigate in complex matrix environment with focus and execution

Model Validation- Market Risk – Sr Manager- E

Your key responsibilities

  • Engagement Leadership
    • Demonstrate deep technical capability and industry knowledge of financial products
    • Be the technical lead and subject matter expert in the following areas:
      • Model Risk Management /model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
      • Working knowledge of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
      • Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models
      • Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory.
      • Pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities.
      • Programming languages like Python/R/C++

 

    • Advise and provide clients with strategic recommendations on Financial Services Risk Management issues facing the financial services sector, focusing on the identification, measurement, and management of Traded Products Risk and Capital
    • Participate in Quantitative Risk and Assurance engagements such as derivatives pricing, market risk and counterparty credit risk modelling and model validation support.
    • Understanding clients’ unique ambitions and needs and referring them to colleagues in other teams and areas to broaden our business relationships

 

  • Go-To-Market
    • Drive and lead business development initiatives
    • Provide sales and pursuit enablement support
    • Lead expansion of business in various accounts and sectors by expanding and leveraging the relationships and contacts in the market
    • Experience in stakeholder and client management
    • Build and maintain long-term relationships both in the market and within the wide-ranging EY network

 

  • People responsibilities
    • Conduct performance reviews and contribute to performance feedback for Senior Consultants and Managers
    • Contribute to people initiatives including recruiting talent
    • Maintain an educational program to continually develop personal skills

 

  • Intellectual capital building responsibilities
    • Play your part in developing intellectual capital to support delivering superior outcomes for client and firm
    • Provide insights in creating thought leadership articles and white paper in the areas of upcoming market risk topics and trends.

 

To qualify for the role, you should have

  • Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 11+ years of relevant industry experience and track record.
  • Professional Qualification e.g., CQF / CFA / FRM / PRM would be preferred
  • Significant experience in application and justification of statistical and numerical techniques and principles of the theory of probability.
  • Good understanding of Derivative Pricing, Market risk measurement and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Modelling background, including experience in model development and model validation
  • Excellent communication, strong problem solving and solution development skills
  • Project management and report writing experience
  • Ability to drive business development and contribute to the growth of the EY solutions
  • Willingness to travel to meet client needs
  • A self-starter, can-do attitude with energy and willingness to try new things

Everything you’ll do will come back to providing exceptional services to our clients. Colleagues and clients will look to you to lead components of the project, drive high quality results while coaching & motivating staff and managing client expectations. You will build your knowledge and experience, become a trusted advisor, and take your career to new heights.

Senior Manager – MTCR Model Development

Job Content

Robust and comprehensive Model Development:

Ensure models are developed as per prescribed internal and applicable regulatory guidelines and industry best practices.

  • Conduct or oversee development of models pertaining to Market Risk and Counterparty Risk measurement and IRRBB.
  • Ensure all models are developed and implemented in a way that is robust, accurate, secure, and subject to appropriate controls.
  • Ensure models are based on mathematical, financial, economic, or statistical theories that are widely accepted, relevant to market and operating environment, and appropriately applied.
  • Evaluate all assumptions and approximations made in the model and/ or in transformation algorithms and their impact on underlying model with respect to the bank’s activities and geographical coverage.
  • Ensure periodic validation of models are conducted as per the frequency prescribed by Banks’ internal polices and applicable regulatory guidelines.
  • Ensure all Model development adhere to Banks’ internal and applicable regulatory guidelines and industry best practices.
  • Model Performance Monitoring:
  • Ensure models are continuously monitored.
  • Ensure Model performance monitoring is conducted adhering to by Banks’ internal polices and regulatory guidelines.
  • Design, implement and track metrics and limits for each model based on its specific characteristics and its implementation.
  • Design, implement and generate monitoring reports for each model. Reports must be comprehensive, transparent, contain adequate explanations, explicit conclusion on the model performance, and include suggestions for defect remediation, when deemed appropriate.
  • Publish monitoring reports to Model committees (including MRMC) and Model working Groups to enable committees/ working groups assess model’s health.
  • Conduct research on industry leading best practices and recommend improvements to ensure that the bank’s models are continuously developed and refined.
  • Model Inventory Management:

Ensure Model Inventory is always kept update and issues are tracked.

  • Ensure model inventory is comprehensive and always kept up to date.
  • Ensure all issues identified as part of validation or performance are updated in the inventory and tracked diligently for their remediation.
  • Model Risk Assessment:

Ensure model risk are identified and accounted for in the Bank’s processes.

  • Identification of Model risks associated with the models.
  • Develop and implement model risk adjustment methodologies for each risk model.
  • Ensure model risk adjustment methodologies are consistently and robustly applied in the risk process.
  • Model Implementation and Usage:

Ensure model implementation and usage are for intended purpose.

  • Ensure Model usage is well defined, documented, monitored, and managed consistent with original intended purpose.
  • Periodically review appraise senior management within MTCR of any deficiencies and improvements required to model usage, any overrides to models inputs and/ or outputs to ensure robust and quality service in line with best practices.
  • Personal / Staff Development:

Identify areas of development and take necessary actions to enhance expertise, contribution and internal skill/ knowledge transfer.

  • Self-review and identify areas of development.
  • Propose necessary actions to be taken to enhance expertise and contribution.
  • Ensure strong ongoing engagement with key stakeholders across the various business units, risk units and other support/ oversight units.
  • Ensure skill and knowledge transfer on models to other members of the team.

Education

  • Postgraduate or higher qualifications with majors in Finance, Mathematics, or a related quantitative field of study
  • Certified of Quantitative Finance (CQF)
  • Financial Risk Manager (FRM)

Experiences

  • Over 10+ years of relevant experience at large international banking organizations in quantitative team developing and implementing models pertaining to Global Market & Treasury business.
  • Proven leadership in managing model development for complex financial products.
  • Strong experience of working in a fast-paced trading floor environment and having dealt with Trading, Sales, Structuring and Credit functions

Knowledge & Skills

  • Expert knowledge of complex derivative structures pricing and risk measurement
  • 2+ years’ experience in GCC financial markets
  • Advanced programming in Python and VBA; well versed with quantitative financial libraries (e.g., QuantLib)
  • Present ideas and achieve consensus.
  • Worked in diverse, cross-cultural teams

Behavioral Competencies

  • Should be pragmatic, Innovative, and quick learner.
  • Team player and ability to work in multi-cultural environment.
  • Strong communication and public speaking skills

Senior Manager- Model Risk Management (Quants/Derivative Pricing)

What you will be doing at Evalueserve

  • Review and validate derivative pricing and risk models across asset classes
  • Develop and validate risk modelling frameworks for both market risk and counterparty credit risk
  • Development and Implementation of benchmark models and methodologies in C++, Python, R etc.
  • Perform Independent model testing and assess assumptions, limitations, and model framework
  • Develop, Implement, and backtest regulatory models such as IRRBB, FRTB, RNIV and VaR/ES.
  • Prepare coherent and comprehensive documentation reports.
  • Lead and mentor the team of Analysts
  • Provide in-depth technical knowledge in existing and prospective client meetings.
  • Take responsibility for analysis, presentations, product demonstrations and fully manage the proof of concepts and full-fledged projects.
  • Preparation and delivery for detailed presentations and workshops.
  • Ability to deliver presentations and demonstrations to prospects
  • Be able to articulate solution offerings and the scope and approach in responses for RFIs/RFPs

What we’re looking for

  • Good knowledge of one or more asset classes (Equity, Rates, FX etc.)
  • Good experience in market risk / model validation role
  • Strong Financial Mathematics for derivative pricing; Monte Carlo, PDEs and numerica integration
  • Knowledge in advanced derivatives modelling and knowledge of volatility models preferred
  • Knowledge of market risk regulations and experience in implementation of regulatory models
  • Strong proficiency in one or more of the following programming languages C++, Python, R, MATLAB.
  • Strong regulatory understanding such as BASEL, CCAR, DFAST, CECL, SR-11/7 etc.
  • Understanding of market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
  • Robust verbal, written and interpersonal communication skills.
  • Excellent presentation and report writing skills.
  • Self-starter with strong problem-solving skills
  • Project management and leadership qualities

Qualification

  • Master in Financial Engineering / Statistics / Economics / Mathematics or B.Tech. / MBA
  • Finance from tier 1 college
  • Certifications such as CFA, FRM, CQF, IIQF is a plus

Executive, Complex Securities Valuations, Strategy & Transactions, London

The opportunity

At EY-Parthenon, our unique combination of transformative strategy, transactions, tax and corporate finance delivers real-world value – solutions that work in practice, not just on paper. Benefiting from EY’s full spectrum of services, we’ve reimagined strategic consulting to work in a world of increasing complexity. With deep functional and sector expertise, paired with innovative AI-powered technology and an investor mindset, we partner with CEOs, boards, private equity and governments every step of the way.

Your Key Responsibilities

The Complex Securities team provides quantitative financial valuation services to clients. Projects can range from valuation of bespoke financial products and contracts, the construction of models that price or analyse financial risk, to reviewing of client models or valuations in a similar field.

As part of your role, you will:

  • Price complex and often bespoke financial products and derivatives, sometimes building models from scratch.
  • Develop solutions for external and internal clients based on sound quantitative models.
  • Collect and analyse financial market data and time series.
  • Prepare and present reports to support the analysis.
  • Review quantitative models developed by clients or third parties.
  • Work within available budgets and timelines on a variety of projects whilst keeping the assignment manager updated with progress.

Skills And Attributes For Success

Successful applicants will be highly numerate and analytical. You will understand the fundamentals of financial instrument valuations, be comfortable preparing an independent analysis and be able to explain the rationale behind the chosen approach.

In addition, you will be well-organized in your work, be a team player and possess good communication skills. Specifically, you can explain the essence of complex models and technical concepts to the team and to clients.

What we look for:

  • Practical experience of applying financial engineering techniques, e. g. modelling securities or derivative instruments;
  • Strong technical modelling skills, with knowledge of Excel and VBA and/or other programming tools such as MATLAB, Python or R; and
  • Experience of working in financial services, consultancy or in a relevant role in industry, with demonstrable problem-solving skills.

Ideally, you’ll also have

  • An MSc or PhD in financial mathematics or another numerate subject. A qualification such as CQF or FRM would be advantageous.
  • Capital markets or financial risk management experience.
  • Knowledge of simulation or other numerical techniques in financial engineering or economics.

Consulting | RRF | EH | FY26 | MRM Market Risk – Consultant

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Market Risk / Quant Risk

Job Description

• Develop and implement market risk management strategies in line with the firm’s risk appetite and regulatory guidelines;

• Monitor and assess market risk exposures across various asset classes;

• Conduct stress testing, scenario analysis, and sensitivity analysis to identify potential risks and their impact on the firm’s portfolio;

• Provide risk-related advice and recommendations to senior management, including risk limits, risk mitigation strategies, and hedging strategies;

• Collaborate with traders, quantitative analysts, and other stakeholders to analyze and understand market trends, pricing models, and risk factors;

• Develop and maintain market risk policies, procedures, and controls, and ensure their effective implementation;

• Stay updated on industry best practices, market developments, and regulatory changes related to market risk management;

• Prepare and present risk reports and presentations to senior management, risk committees, and regulatory bodies;

• Providing leadership, guidance and trainings to the Market Risk coverage members;

• Enhance market/counterparty credit risk models, OTC derivatives pricing and margin models in developed vendor risk system;

• Conduct rigorous analysis and testing as part of risk model development and enhancement;

• Provide comprehensive analytical support to all model stakeholders including risk management and model validation team.

Qualifications

• Bachelor’s degree in finance, economics, mathematics, or a related field. Advanced degree (MSc. or PhD.) preferred;

• 5-15 years of relevant market risk management experience within an investment bank or financial institution;

• In-depth understanding of financial markets, products, and risk management techniques and pricing models;

• Sound knowledge of regulatory frameworks and requirements related to market risk management;

• Proficiency in quantitative analysis, risk modeling, and statistical tools;

• Sound and solid analytical and problem-solving skills, with the ability to identify and assess complex market risks;

• Proven leadership and team management skills, with the ability to effectively collaborate with stakeholders at all levels;

• Capable to convey complex concepts in a clear and concise manner with solid communication and presentation skills;

• Good verbal and written communication skills in both Chinese and English;

• Professional certifications such as FRM or CFA or CQF are desirable.