Market Risk Analyst

📍 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.