We are hiring professionals with solid experience in Market Risk, FRTB, Model Validation / Model Development, and Derivative Pricing for an exciting opportunity with a leading professional services firm.
Location: Mumbai preferred
Gurgaon / Bangalore candidates can also be considered, provided they are open to travelling to Mumbai on a monthly basis as per business requirements.
Open Positions
Consultant: 2–4 years | (CA, MBA, PGD)
Assistant Manager: 4–6 years | (CA, MBA, PGD)
Key Responsibilities
Develop and/or validate Market Risk & Pricing Models Work on FRTB (IMA), Va R, SVa R, RNIV, P2 A Exposure to Counterparty Risk, XVA and Stress Testing Models Perform end-to-end Model Validation , including benchmarking, outcome analysis and impact assessment Conduct Model Risk Assessments , robustness analysis and identify model limitations Work on Derivative Pricing & Valuation Models covering vanilla and exotic instruments Prepare clear,
concise and reproducible Model Validation Reports Track and close model-related findings Provide SME support on Model Risk and Risk Models to global teams Ensure adherence to SR 11-7 / equivalent Model Risk Management frameworks Required Skills
Strong experience in Market Risk & FRTB Model Validation / Development Strong understanding of Financial Risk Management & Model Risk Governance Knowledge of Regulatory Expectations Python proficiency and working knowledge of SQL Strong documentation and communication skills Advanced knowledge of MS Excel, Word, Power Point and La Te X Qualifications: CA / MBA Finance / PGD (Finance preferred) ⚡ Preferred Candidates
Immediate Joiners / Serving Candidates / Notice Period ≤30 days Excellent communication skills Candidates who have not applied to KPMG in the last 6 months Interview Process
2–3 rounds | Virtual + Final round may be Face-to-Face
Interested candidates: Please share your updated CV along with:
Total Experi