IN-Associate_ Market Risk BA_Captive Financial Services_Advisory_Mumbai

4 Months ago • 2 Years + • Finance • Legal

Job Summary

Job Description

This Associate Market Risk Business Analyst role at PwC involves working on Market Risk projects within the Financial Risk and Regulatory Services line. Responsibilities include change management, drafting business requirements and functional specifications documents, creating user stories and test cases, and working with various stakeholders. A strong understanding of risk measures (VaR, IRC, ES), risk limits, and reporting is crucial, as is knowledge of Basel norms and FRTB. The role requires proficiency in data analysis using tools such as SQL, Python, Dremio, PowerBI, Alteryx, and Tableau. You will collaborate with development teams, stakeholders, and other business units, ensuring smooth project completion and reporting on progress. The role also involves test case preparation and review for capital calculations, reconciliation, and exception management.
Must have:
  • Market Risk BA experience
  • Change management expertise
  • Data analysis skills (SQL, Python)
  • Risk measure computation knowledge (VaR, IRC, ES)
  • Basel norms and FRTB knowledge
  • Excellent communication and stakeholder management skills
Good to have:
  • Experience with JIRA, Confluence
  • Proficiency in BI tools (PowerBI, Tableau)
  • Data virtualization experience (Dremio, Alteryx)

Job Details

Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Operations

Management Level

Associate

Job Description & Summary

A career within Financial Risk and Regulatory services, will provide you with the opportunity to help business leaders embed a proactive and dynamic risk management capability and mind set into their corporate business practices. From strategy through to implementation, we help put in place people, processes and technology so they can leverage financial risk management to identify new opportunities and pursue success as smoothly, systematically and sustainably as possible in the face of changing markets, technologies and competition.

*Why PWC

At PwC, you will be part of a vibrant community of solvers that leads with trust and creates distinctive outcomes for our clients and communities. This purpose-led and values-driven work, powered by technology in an environment that drives innovation, will enable you to make a tangible impact in the real world. We reward your contributions, support your wellbeing, and offer inclusive benefits, flexibility programmes and mentorship that will help you thrive in work and life. Together, we grow, learn, care, collaborate, and create a future of infinite experiences for each other. Learn more about us.

At PwC, we believe in providing equal employment opportunities, without any discrimination on the grounds of gender, ethnic background, age, disability, marital status, sexual orientation, pregnancy, gender identity or expression, religion or other beliefs, perceived differences and status protected by law. We strive to create an environment where each one of our people can bring their true selves and contribute to their personal growth and the firm’s growth. To enable this, we have zero tolerance for any discrimination and harassment based on the above considerations. "

 

 

Job Description & Summary:

  • Should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and test cases. 
  • Ability to write multi-application test strategies, test plans, and detailed test cases with expected outcome. 
  • Experience in understanding and interpreting the computation of risk measures (VaR, IRC, ES etc.), management of risk limits, risk reporting etc. 
  • Knowledge on Basel norms and FRTB. 
  • Strong analytical skills, communication/ interpersonal, documentation, stakeholder management, and teamwork skills required. 
  • Experience and strong knowledge of data flow, inputs and data management tools such as JIRA, Confluence etc.  
  • Proficiency in data analysis, virtualization and BI solutions – SQL, Python, Dremio, PowerBI, Alteryx, Tableau etc. 

Responsibilities:

  • Perform a BA role for Market risk projects in Change Management and work with various stakeholders in understanding the requirements pertaining to VaR calculations/Basel 2.5, Backtesting, Greeks, Sensitivity Analysis. 
  • Articulate the requirements into simpler, understandable statements through tools in the form of a Business Requirement Document (BRD), Functional Specification Document (FSD) etc. 
  • Work with development team to model the requirements, and propose, calibrate, and implement appropriate assumptions. 
  • Engage in constant and continuous communication with all the stakeholders to ensure smooth completion of tasks and report any deviations from proposed timelines. 
  • Prepare and consolidate test cases across the capital calculations, including any adjustments, reconciliation, exception management, reporting, etc. 
  • Review test cases ensuring completeness of UAT coverage & Change Management. 
  • Collaborate seamlessly across various business units, integrating change management principles to ensure holistic alignment with organizational goals. 
  • Prepare project reports and trackers highlighting risks, analyzing trends an recommendations /adjustments that address or capitalize on changes required. 

Mandatory skill sets:

Market Risk BA

Preferred skill sets:

Market Risk BA

Years of experience required:

2+ Years

Education qualification:

Graduation/Post Graduation

Education (if blank, degree and/or field of study not specified)

Degrees/Field of Study required: Master Degree, Bachelor Degree

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Market Risk

Optional Skills

Accepting Feedback, Accepting Feedback, Active Listening, Anti-Bribery, Anti-Money Laundering Compliance, Business Ethics, Code of Ethics, Communication, Compliance and Governance, Compliance and Standards, Compliance Auditing, Compliance Frameworks, Compliance Program Implementation, Compliance Reporting, Compliance Review, Compliance Risk Assessment, Compliance Training, Controls Compliance, Cybersecurity Risk Management, Data Analysis and Interpretation, Data Protection Management (DPM), Disability Support, Emotional Regulation, Empathy, Ethics Training {+ 25 more}

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

No

Government Clearance Required?

No

Job Posting End Date

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About The Company

At PwC, our purpose is to build trust in society and solve important problems. We’re a network of firms in 152 countries with over 327,000 people who are committed to delivering quality in assurance, advisory and tax services. Find out more and tell us what matters to you by visiting us at www.pwc.com. PwC refers to the PwC network and/or one or more of its member firms, each of which is a separate legal entity.


Content on this page has been prepared for general information only and is not intended to be relied upon as accounting, tax or professional advice. Please reach out to your advisors for specific advice.

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