Senior Associate
MumbaiFull-time2–8 yrsPosted over a month ago
Mid-level consulting role at PricewaterhouseCoopers Services in Mumbai. Needs 2+ years and a degree.
About the role
PwC India is seeking highly skilled Market Risk Professionals to join our team. PwC India is seeking highly skilled Market Risk Professionals to join our team. The Market Risk Professional will be responsible for developing and implementing effective market risk management strategies for our clients. The ideal candidate should have a working
What you'll do
- Market Risk Model Development or Validation experience covering Value at Risk
- (VaR), Stress VaR (historical full revaluation, Taylor var approximation (delta gamma
- Method), Monte Carlo) for linear instruments and derivative products, VaR mapping
- Back-testing VaR, Expected Shortfall and other coherent risk measures, modeling
- Dependence: correlations and copulas, term structure models of interest rates, and
What you need
- Market risk
- Python
- Capital markets
- Problem solving