Quantitative Risk Analyst - Securities Firm

Urgent opening with a top Securities company

Location: Kalina, Mumbai

Role: Quantitative Risk Analyst

Role Definition:

The role would require candidate work in a team of 4 analysts focused on analytics around Market Risk, Credit Risk and Operational Risk across Edelweiss. 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

13. An Engineer from any discipline from premier institutes (IITs/NITs)

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

Pratyancha Gautam
Technical Recruiter