Quantitative Risk Management Professional

3 days ago


Delhi, Delhi, India RiskSpan Full time

At RiskSpan, we offer cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. Our data science experts and technologists are leaders in data as a service and end-to-end solutions for loan-level data management and analytics.

About the Role

We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk, and information technology domains.

Key Responsibilities
  • Maintain Risk Solutions: Design and implement code for Risk as a Service (RaaS), CECL, and Value at Risk (VaR) processes.
  • Data Analysis & Insights: Analyze large datasets of risk metrics, extracting meaningful insights to inform decision-making.
  • Model Output Analysis: Conduct in-depth analysis of model output drivers and provide clear, actionable explanations.
  • Automation & Process Improvement: Work on automating data operations, fixing bugs, and enhancing batch processing jobs for client systems.
  • Client Onboarding: Facilitate the onboarding of potential clients for CECL, VaR, and RaaS services.
Qualifications

To be successful in this role, you will need:

  • Educational Background: A degree in a quantitative field such as Statistics, Mathematics, Applied Mathematics, Engineering, or a related discipline.
  • Risk Analytics Knowledge: Familiarity with risk measures and analytics for structured products, options, interest rate derivatives, and fixed income securities is highly desirable.
  • Technical Expertise: 2-4 years of experience in scripting and development using Python.
  • Unix Proficiency: Strong working knowledge of the Unix environment for system-level operations.
  • Communication Skills: Ability to effectively communicate complex ideas and methodologies to both internal stakeholders and external clients.
Compensation Package

The estimated salary range for this position is $120,000 - $180,000 per year, depending on location and qualifications.



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