Analyst - Market Risk Murex Quant - Investment Banking

We have roles open in the market risk quant space with a client - The captive unit of an Investment Banking MNC based in Mumbai.

A candidate in this role should come in with a market risk quant background with knowledge of concepts such as stress testing and knowledge of Fixed Income products. The candidate should also have knowledge in coding preferably in Murex or Matlab. Alternately in Python, C++ or R

The job entails :

- Managing the end-to-end modelling of instruments starting from data configuration to risk/VAR scenario analysis.

- Specification, design and building of new products. Preferably using Murex

- Production support for all reports that are produced from the overnight risk run

- Provide quantitative support to middle and front office across all trading desks with respect to valuations and market risk.

- Quantitative research to assist traders and risk managers with investment decisions.

- Scenario generation and stress testing for all types of products as well as risk reports for risk managers.

- Responsible for the financial / modelling component of Murex and upgrades to the Risk environment.