KPMG

Senior - Market Risk

Posted On

Feb. 12, 2026

Location

Mumbai, Maharashtra

Experience Level

KI Professional

Job Type

Full Time

Apply By

March 25, 2026

Job Description

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.

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