Associate - Front Office Cross Assets Quant Research - Banking Firm

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a seasoned Liquidity Reporting Professional to join their Regulatory Reporting team in Bangalore.

Some of the key responsibilities will include:

- Gain expertise in the risk and pricing framework of the organization.

- Perform data analysis to detect anomalies and enhance data quality.

- Support risk & P&L Explain analytics across multiple asset classes (FX, Rates, Commodities, Credit, Equities).

- Use advanced data science and programming techniques (Python, C++, C#) to optimize risk monitoring and trading support.

- Collaborate with global quant teams to resolve risk issues and improve quantitative models.

To be eligible for this role you will require:

- 3-5 Years of experience in Quantitative Research across different asset classes.

- Strong mathematical and analytical background, preferably with exposure to financial modeling.

- Proficiency in Python, C++, or C# for quantitative and data-driven solutions.

- Knowledge of risk management techniques, pricing models and trading analytics (preferred but not mandatory).

- Eagerness to learn and grow in a front office quantitative research environment.