Risk Quantitative Analyst - Investment Bank

Title: Risk Quantitative Analyst

Experience: 3-6 Years

Location: Pune

JD:

- Able to work alongside senior members of the team in order to build a global pricing, risk management and regulatory analytics platform capable of adapting to the evolving regulatory landscape

- Improve the Risk and P&L explain capabilities for Global Markets with the aim to enhance risk management capabilities and ensure adequacy of tools with regulatory requirements

- Define core and complex market scenarios, including:

- Methodology definition

- Scenario optimisation and fall back strategies

- Back testing, PnL attribution

- Actual and Hypothetical PnL

- Stress testing/ CCAR

- Align PnL explain and VaR analytics

- Able to work on a pricing and risk analytics library using a variety of languages

- Work with a wide range of stakeholders including trading, IT, and group risk management

Skills:

- Strong ability and appetite to code in an object-oriented language (C++, C#)

- Previous experience in a capital markets environment (Trading, quant research or risk)

- Practical knowledge of Fixed Income, Equity or Commodity products is essential

- Previous experience in the Financial Services industry ideally with experience in trading activities / market risk, Stress testing/Scenarios and Pnl attribution quantitative finance, and/or regulatory projects