Risk Modelling Specialist

4 days ago


Jamnagar, Gujarat, India beBeeRisk Full time ₹ 1,50,00,000 - ₹ 2,50,00,000
Job Title: Quantitative Analyst

We are seeking a talented and motivated individual to join our Risk Analytics team as a Quantitative Analyst.

The successful candidate will play a crucial role in supporting the risk assessment process.

This role requires a good understanding of financial products, experience in a bank or securities firm, and proficiency in coding using Python.

  • Assist in the development and implementation of quantitative risk models (Value-at-risk, Potential Future Exposure) and methodologies to assess and manage financial risks.
  • Good knowledge of financial products, including derivatives, fixed income securities, equities, and foreign exchange.
  • Brief understanding of derivatives pricing and Greeks.
  • Collaborate with the Risk Management team to enhance risk reporting frameworks.
  • Perform data analysis, validation, and reconciliation to ensure accuracy and integrity of risk-related data.
  • Utilize Python programming skills to build and maintain risk models, perform data analysis, and automate risk reporting processes.

Requirements:

  • Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related field.
  • A Master's degree in a quantitative discipline is preferred.

Preferred Skills:

  • Previous experience in a bank, financial institution, or securities firm, preferably in a risk management or quantitative role.
  • Some understanding of Regulations like Basel and FRTB.

Benefits:

  • Immense exposure and learning opportunities.
  • Excellent career growth prospects.
  • A company of highly passionate leaders and mentors.
  • The ability to build things from scratch.


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