Senior Quantitative Risk Specialist

1 day ago

Hyderabad, Telangana, India beBeeQuantitativeRisk Full time
Job Summary

We are seeking an experienced Quantitative Risk and Model Validation Lead Analyst to join our Banking and Financial Services practice. This position will be part of the broader Model Risk and Validation team, contributing to the design and validation of complex quantitative and mathematical models used across market risk, counterparty credit risk, and credit portfolio risk assessment.

You will be at the intersection of quantitative research and real-world applications, engaging with Finance, Treasury, and Business stakeholders to build, validate, and deploy models that support economic capital, risk measurement, pricing, and performance analytics. The role also offers a strong leadership component in mentoring junior analysts and overseeing model governance and compliance with regulatory frameworks.

Key Responsibilities
  • Design and validate advanced mathematical and statistical models used to evaluate economic and capital markets, including models for risk-neutral pricing, counterparty credit risk, and sector/industry risk.
  • Develop and validate macroeconomic quantitative models that forecast fundamental credit risk metrics such as default rates, charge-offs, severity, prepayments, and balance growth.
  • Build numerical simulation models for credit risk valuation and pricing of wholesale, retail, and structured credit exposures.
  • Translate quantitative research into high-impact business tools and insights for performance measurement, risk-adjusted pricing, and capital allocation.
  • Support model development and validation aligned with Basel, FDIC, and Federal Reserve regulatory frameworks.
  • Engage stakeholders across Finance and Risk functions to ensure proper integration and utilization of economic capital models.
  • Lead or contribute to documentation, compliance, and internal/external audit requirements.
  • Mentor and guide junior team members and review the quality of modeling deliverables.
Required Skills and Qualifications
  1. Bachelor's degree in a quantitative discipline such as Mathematics, Statistics, or Physics.
  2. 10+ years of experience in quantitative modeling, financial risk analytics, or model validation in commercial banking or major financial institutions.
  3. Strong foundation in stochastic processes, time series modeling, portfolio theory, and option valuation.
  4. Deep understanding of mathematical finance theories and their applications in credit risk and market risk.
  5. Experience in designing models aligned with regulatory frameworks (Basel, CCAR, FDIC, etc.).
Benefits

We offer a comprehensive benefits package, including health insurance, virtual wellness platform, fun, and knowledge communities.

What We Offer

At [Company Name], we partner with leading global brands and work on cutting-edge technologies like machine learning and artificial intelligence. Our team is passionate about exploring the limitless potential of data to solve complex problems. You will have opportunities to learn and grow, with a growth mindset encouraged throughout the organization.

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