Quantitative Analyst - Risk Modelling - BFSI

Job Location - Bangalore

Roles & Responsibilities :-

Risk Modeller is responsible for supporting the Corporate Risk Solutions function of risk analysis for corporate clients. Companies trade foreign exchange and fixed income products for a variety of reasons, such as hedging and balance sheet asset / liability management, and a risk modeller is expected to provide insight and intellect into the associated risks.

- Create, maintain, industrialise, and standardise risk models specific to FX and Fixed Income analysis

- Transform blueprint of a risk model in Excel into an automated solution or program with defined parameters that can be adjusted to run scenario testing.

Required :-

- strong technical skills with post graduate qualification in MSc in Applied Mathematics, Statistics, or Engineering. MBA's will also be considered

- Minimum 2-3 years- experience in a front office quant role within a bank

- Robust understanding and ability to use at least one of; R (statistical program) / VBA / Other coding languages.

Monica Meghani