KPMG India Logo

KPMG India

Senior - Market Risk

Posted Yesterday
Be an Early Applicant
In-Office
Mumbai, Maharashtra
Senior level
In-Office
Mumbai, Maharashtra
Senior level
Responsible for model development and validation in market and liquidity risk, ensuring compliance with regulations and providing expertise in EU market standards.
The summary above was generated by AI

About KPMG in India

KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has offices across India in Ahmedabad, Bengaluru, Chandigarh, Chennai, Gurugram, Jaipur, Hyderabad, Jaipur, Kochi, Kolkata, Mumbai, Noida, Pune, Vadodara and Vijayawada. 

KPMG entities in India offer services to national and international clients in India across sectors. We strive to provide rapid, performance-based, industry-focused and technology-enabled services, which reflect a shared knowledge of global and local industries and our experience of the Indian business environment.

Knowledge & Experience in

  • Model development / validation in Liquidity risk , valuation models , CCR & stress testing models.
  • Market risk/ IRRBB / Liquidity risk / ALM & FTP/ Basel regulations
  • Should have experience in working on EU regulation, such as CRR, ECB Guide on internal models, EBA GuidelinesOther important skills
  • Good Communication skills . If knows foreign languages like German / Dutch/ French .. its an add on
  • Proficient with Excel/PPT – Python / R/ SQL  is an advantage
  • Modelling software experience SAS, Python , Matlab is an added
  • Preferably with background where candidate should have worked with clients or banks which are in the European market

Location : Mumbai 


Equal employment opportunity information 


KPMG India has a policy of providing equal opportunity for all applicants and employees regardless of their color, caste, religion, age, sex/gender, national origin, citizenship, sexual orientation, gender identity or expression, disability or other legally protected status. KPMG India values diversity and we request you to submit the details below to support us in our endeavor for diversity. Providing the below information is voluntary and refusal to submit such information will not be prejudicial to you.
QualificationsShould be graduate or post graduate with technical understanding of Python , R

Top Skills

Matlab
Python
R
SAS
SQL

Similar Jobs

3 Days Ago
In-Office
Mumbai, Maharashtra, IND
Mid level
Mid level
Fintech • Financial Services
The Market Risk RWA Senior Analyst role involves developing RWA computation frameworks, interacting with businesses to reconcile data, and ensuring compliance with market risk regulations and capital market products.
Top Skills: ExcelSQLVBA
2 Hours Ago
Hybrid
Navi Mumbai, Thane, Maharashtra, IND
Senior level
Senior level
Artificial Intelligence • Big Data • Enterprise Web • Fintech • Software • Financial Services
Lead engineering efforts in enterprise automation for Sales and Finance technologies, build and coach teams, ensuring robust integrations and high-quality performance.
Top Skills: AWSBillingCatalystCpqDockerErpGainsightGCPJavaKafkaKubernetesOpenapiPythonRestSalesforceSnowflakeSQLWorkato
2 Hours Ago
Hybrid
Navi Mumbai, Thane, Maharashtra, IND
Senior level
Senior level
Artificial Intelligence • Big Data • Enterprise Web • Fintech • Software • Financial Services
The Lead Security Analyst supports application security automation by integrating analysis tools, helping with vulnerability remediation, and training technical staff.
Top Skills: .NetBrightsecJavaJavaScriptJenkinsPHPRubySemgrepWaf

What you need to know about the Mumbai Tech Scene

From haggling for the best price at Chor Bazaar to the bustle of Crawford Market, the energy of Mumbai's traditional markets is a key part of the city's charm. And while these markets will always have their place, the city also boasts a thriving e-commerce scene, ranking among the largest in the region. Driven by online sales in everything from snacks to licensed sports merchandise to children's apparel, the local industry is worth billions, with companies actively recruiting to meet the demands of continued growth.

Sign up now Access later

Create Free Account

Please log in or sign up to report this job.

Create Free Account