Quantitative Risk Management Specialist

4 weeks ago


Mumbai, Maharashtra, India Edge In Asia Recruitment Pvt. Ltd. Full time
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Job Title: Quantitative Risk Management Specialist

About the Role:

  • Develop a comprehensive library for analytical testing and reporting in Python.
  • Design and implement tests to validate risk models (including market risk, CCR, FRTB capital models, etc.) through benchmarking, back-testing, scenario analysis, and edge conditions.
  • Ensure models meet their objectives and prepare model review documentation.
  • Conduct model risk analysis and contribute to the broader model validation efforts.

Requirements:

  • 1-4 years of relevant experience in software development in Python, covering both procedural and functional programming, with strong experience in managing Python environments and using key libraries and frameworks such as Numpy, Scipy, Pandas, Matplotlib, Dask, sci-kit-learn, and PyTorch.
  • Bachelor's or Master's degree in quantitative or engineering domain from Tier 1 universities.
  • Basic understanding of risk models (across market risk and counterparty risk), financial products, and pricing methods.
  • Candidates having experience in conducting model validation, back-testing, review, and scenario analysis would be preferred.

Preferred Skills:

  • Experience in conducting model validation, back-testing, review, and scenario analysis.
  • Familiarity with key libraries and frameworks such as Numpy, Scipy, Pandas, Matplotlib, Dask, sci-kit-learn, and PyTorch.

About Us:

We are Edge In Asia Recruitment Pvt. Ltd., a leading recruitment agency specializing in finance and technology. We are committed to providing exceptional recruitment services to our clients and candidates.

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