ACN - Digital - Analytics - Risk Analytics - 09
Accenture
Bengaluru, INDIA
2h ago

About Accenture :

Accenture is a leading global professional services company, providing a broad range of services in strategy and consulting, interactive, technology and operations, with digital capabilities across all of these services.

We combine unmatched experience and specialized capabilities across more than 40 industries - powered by the world's largest network of Advanced Technology and Intelligent Operations centers.

With 506,000 people serving clients in more than 120 countries, Accenture brings continuous innovation to help clients improve their performance and create lasting value across their enterprises.

Visit us at www.accenture.com

3 - 5 years of relevant Market Risk and Capital Markets experience at one or more Financial Services firms, or Professional Services / Risk Advisory with significant exposure to one or more of the following areas :

1.Development and validation of :

  • Derivative Models of Vanilla and Exotics products across asset classes Equity, FX, IR and Credit
  • Risk Models - VaR, ES, PFE, CVA, P&L Attribution, Sensitivity / Stress Testing and Back Testing
  • Market Risk, Counterparty Credit Risk Capital Charge Computations as per Basel III Guidelines (SA and IMA approaches)
  • Understanding of Basel III / FRTB (SA and IMA Approaches), FRTB CVA, Interest Rate and Liquidity Risk Standards
  • 2.Conceptual understanding of interest rate pricing models, equity and FX option pricing models, commodities, single and multifactor derivative pricing models, stochastic volatility models, stochastic calculus (Expectations, Ito calculus, change of measure, Martingale theorem), Statistics (OLS MLE, PCA etc.

    Regression and Time Series Forecasting techniques)

    3.Tools like- Bloomberg, Reuters, NumeriX, Fincad, Murex, Calypso, Encompass etc.

    4.Programing Languages - VBA, R, Python, Matlab, C++ etc.

    5.Strong understanding of Market Risk and Treasury operations and ability to apply them in client discussions and project implementation

    Key Responsibilities :

    Engagement Execution

    1.Work independently / with minimal supervision in client engagements that may involve model development, validation, governance, strategy, transformation, implementation and end-to-end delivery of market risk and capital market solutions for Accenture’s clients.

    2.Ability to manage workstream of large projects / small projects with responsibilities of managing quality of deliverables for junior team members

    3.Demonstrated ability of managing day to day interactions with the Client stakeholders

    Practice Enablement

  • Guide junior team members.
  • Support development of the Practice by driving innovations, initiatives.
  • Develop thought capital and disseminate information around current and emerging trends in Market Risk and Capital Markets
  • Travel : Willingness to travel up to 40% of the time

    1.Master’s degree in a quantitative discipline mathematics, statistics, economics, financial engineering, operations research or related field or MBA from top-tier universities

    2.Strong academic credentials and publications, if applicable.

    3.Industry certifications such as FRM, PRM, CFA preferred

    4.Excellent communication and interpersonal skills

    5.Exposure to working in globally distributed workforce environment

    6.Willingness to travel up to 40% of the time

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