Quantitative Risk Analyst - Financial Service Group - IIT/NIT

We have an exciting opportunity for a Quantitative Risk Analyst role for a leading Financial Services Group based out of Mumbai.

PFB JD for the role.

The role would require candidate work in a team of 4 analysts focused on analytics around Market Risk, Credit Risk and Operational Risk across the group. The detailed description is provided below:-

1. Risk Analysis of proprietary trading positions before critical events impacting markets

2. Develop models for counterparty risk, credit risk & price risk

3. Developing and validating Valuation/Pricing and Risk models for various asset classes

4. Analytics around systemic risk using various macro parameters

5. Need based projects for various enterprise related activities

6. Developing subject-matter-expertise in analysis of fixed-income products, derivatives, credit scorecard modeling and portfolio risk

7. Developing deep understanding of financial modelling theory and techniques for structured products

8. Regularly follow global markets to understand how industry changes affect modelling and analytics and help modelling teams to update those changes in existing models

9. Helping in improvement and documentation of analytical models

10. End to end modelling responsibility to check model's performance and implementation

11. Participate in brainstorming sessions and propose hypothesis, approaches, & techniques

12. Manage comprehensive risk reporting for proprietary trading desks

Ideal Candidate would have:

1. An Engineer from any discipline from premier institutes (IITs/NITs) with a relevant experience of 2+ years. Previous work experience in risk analytics domain would be preferred. Master's degree candidate would be preferred as well.

2. Strong quantitative and problem solving skills

3. Good in Excel/VBA and statistical tools such as R, MATLAB, SAS, Tableau

4. Ability to understand complex & diverse systems across different lines of business

Team Silverpeople