Business Analyst

Location: Mumbai

Role: Business Analyst Market Risk

Experience: 38 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.

Required Skills & Experience

• 38 years in Market Risk / Quant Risk / Risk Analytics.
• Strong knowledge of FRTB (SA/IMA), VaR/ES, Stress Testing, Basel III/IV.
• Experience in P&L explain, sensitivities, and market data processes.
• Proficiency in Python, SQL, Excel; familiarity with Murex/Bloomberg preferred.
• Bachelors/Masters in Finance, Economics, Mathematics, Statistics, Engineering, or related field.

If you find the role interesting please do apply or share CV at somya@eliterecruitments.com