Hiring for leading companies

2 days ago


Bengalurubangalore Delhi Mumbai, India Acura Solution Full time ₹ 15,00,000 - ₹ 25,00,000 per year


Job Description:

JD 1 : Quant Analyst – Market Risk
Role Summary:
The Market Risk Quant Analysts will focus on market risk model development, validation, and
compliance, ensuring that banks meet regulatory and risk management standards.
Key Responsibilities:
 Validate market risk models, including Value-at-Risk (VaR), Expected Shortfall, and Stress
Testing frameworks.
 Develop and enhance models for FRTB (Fundamental Review of the Trading Book) compliance.
 Perform backtesting, sensitivity analysis, and scenario analysis for trading portfolios.
 Collaborate with risk management teams to ensure compliance with Basel III/IV requirements.
 Support in implementing and validating pricing models for derivative instruments.
Required Skills:
 Expertise in market risk metrics (VaR, Expected Shortfall, etc.) and FRTB frameworks.
 Strong programming skills in Python, R, or MATLAB for model development and analysis.
 Knowledge of Basel III/IV market risk regulatory requirements.
 Advanced degree in Quantitative Finance, Financial Engineering, or related disciplines.
 Strong understanding of trading products like derivatives, bonds, and FX instruments.



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