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HR

HR at Callisto Talent Solutions Private limited

Last Login: 23 July 2024

Job Views:  
199
Applications:  71
Recruiter Actions:  65

Job Code

1435298

Portfolio Analytics Quant Role - Buy Side/Risk Management - Banking/Financial Services - IIT/NIT/BITS

4 - 8 Years.Bangalore
Posted 2 weeks ago
Posted 2 weeks ago

Portfolio Analytics Quant - Buy Side


Our client is a UK based startup focused on data research and analytics and supporting global banks and financial institutions to manage their assets. They are hiring Market Risk Model Developer and Structuring expert to join their team.

Job Responsibilities :

- Develop quant models using python to be used for portfolio construction, attribution and risk management.

- Develop stress testing and scenario analysis methodologies.

- Tools to report portfolio level risk metrics including VaR, Stressed VaR, Shortfall, and P&L.

- Market research, pricing and risk analysis and generating reports as per client's requirement.

- Regularly interacting with client and advising them on market scenarios, trading strategies and risk management.

Essential Qualification and Skills :

- BE, BTech, MS in Maths/Statistics/Financial Engineering from Tier 1 institute.

- 4+ years of relevant experience developing tools for portfolio construction, risk modelling, attribution and stress testing for asset management.

- Worked on Fx or Equity Portfolio.

- Strong knowledge of futures, swaps, options and structured products from a risk perspective.

- Strong foundation in statistics, econometrics, time series modelling, optimisation, and practical experience implementing numerical techniques in these areas.

- Strong coding skills in Python, solid experience writing robust, industrial-strength, numerical code, and good software engineering and design skill

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Posted By

user_img

HR

HR at Callisto Talent Solutions Private limited

Last Login: 23 July 2024

Job Views:  
199
Applications:  71
Recruiter Actions:  65

Job Code

1435298

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