Line of Service

Advisory

Industry/Sector

FS X-Sector

Specialism

Risk

Management Level

Senior Associate

Job Description & Summary

Candidate must have good communication skills, and have worked as a Data Analysts/ Data Quality Analysts in area of Investment Banking or Capital Markets. Good exposure to data analysis and must be able to handle large volumes of data coming from multiple systems as Vendors (e.g., Bloomberg, Reuters etc.), Exchanges and internal systems. Must understand data quality concepts such as accuracy, completeness, validity etc. Good data analysis skills using SQL for data cleaning, data quality checks, data profiling etc. Knowledge of Data Governance concepts is good to have.

(Note: Please pay attention to domain. We would appreciate candidates coming from Capital Market or IB background - No domestic bank/NBFCs. Must be familiar with data quality check rules of Derivatives, Fixed Income, Equity, Mutual fund, Hedge funds etc. People from Reference data background, and good in DQ checks using SQL will be ideal)

*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: Migration of IRRBB, Liquidity regulatory reporting from the legacy system to New Analytical Tool in the capacity of Business Analyst Testing of weighted average yield calculations to compare the regulatory reports generated by the system against manual calculation of yield across all interest rate sensitive products such as deposits, loans etc. Testing of maturity profile to assess whether behavioral assumptions are correctly applied in the systems across all balance sheet Comparison of the legacy system against the new vendor IRR sensitivity system to evaluate the cash flow profiling against different time buckets Develop a robust stress testing framework for IRRBB for HK region which would allow strategic decision-making and ensure Interest rate sensitivities are accurately captured in the model Lifecycle management - Requirement gathering, elicitation, prioritization and documentation - BRDs, FRDs, As-Is vs To-be (Current vs Future state) / Gap Analysis and Process modelling, etc. Functional and User Acceptance Testing, Test Scenarios and Test Conditions, End to End (Integration). Functional knowledge/ experience in SQL Understanding of the Liquidity Regulatory metrics like LCR, NSFR, CFMR, and ALMM

Responsibilities:

Candidate should be well versed with Change management process including drafting business requirement documents, functional specifications documents, preparing user stories and Test cases.

Mandatory skill sets:

IRRBB DA

Preferred skill sets:

Liquidity Risk Management

Years of experience required:

5+ Years

Education qualification:

Master’s or Ph.D. degree

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

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

Degrees/Field of Study preferred:

Certifications (if blank, certifications not specified)

Required Skills

Structured Query Language (SQL)

Optional Skills

Tableau (Software)

Desired Languages (If blank, desired languages not specified)

Travel Requirements

Not Specified

Available for Work Visa Sponsorship?

Government Clearance Required?

Job Posting End Date

IN_Senior Associate_ IRRBB DA_Advisory Corporate_Advisory_Bengaluru

PWC

Job Description

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