Quantitative Risk Insights Analyst

6 days ago

Mumbai, Maharashtra, India Weekday Full time ₹ 20,00,000 - ₹ 40,00,000

This role is for one of our clients

Industry: Human Resources Services

Seniority level: Associate level

Min Experience: 3 years

Location: Mumbai

JobType: full-time

₹20,00,000 - ₹40,00,000 a year We are looking for a highly analytical Quantitative Risk Insights Analyst to join our risk strategy and analytics function. This role is ideal for professionals with a strong quantitative background who are passionate about understanding market dynamics and translating risk signals into meaningful insights that support decision-making. You will play a key role in assessing risk exposures across multiple asset classes, enhancing risk models and frameworks, and supporting regulatory and governance requirements within a fast-paced financial environment.
What You'll Do Analyze market exposure across diverse investment portfolios, including equities, fixed income, derivatives, and structured products. Design, enhance, and validate quantitative models used for market risk measurement such as VaR, stress testing, scenario analysis, and sensitivity analysis. Track, assess, and report risk positions and limit utilizations, highlighting key risk drivers and trends for senior management. Support development and refinement of enterprise-wide risk methodologies, controls, and governance frameworks. Partner with portfolio teams, treasury, compliance, and finance to ensure accuracy and transparency in risk reporting. Conduct backtesting and performance reviews of risk analytics and modeling assumptions to ensure accuracy and compliance. Prepare reports and documentation for internal risk committees, regulatory requirements, and audit reviews. Contribute to automation initiatives, enhanced dashboards, and adoption of advanced analytics tools. Monitor macroeconomic changes, market developments, and regulatory shifts to anticipate emerging risks and design mitigation strategies.
What You Bring Bachelor's or Master's degree in quantitative fields such as Mathematics, Statistics, Engineering, Finance, or Quantitative Economics from a Tier-1 institution. 3–5 years of experience in market risk analytics, portfolio risk, quantitative modeling, or similar roles in a financial institution or investment environment. Strong understanding of risk models, methodologies, and metrics including VaR, sensitivity risk measures, and scenario frameworks. Familiarity with global risk regulations (Basel III/IV, FRTB, etc.). Proficiency with analytical and statistical programming tools such as Python, R, MATLAB, or similar platforms. Ability to interpret and communicate complex data insights to technical and non-technical stakeholders. Strong problem-solving skills, attention to detail, and ability to work effectively under tight timelines.
Core Competencies Quantitative Risk Analytics | Market Exposure Evaluation | Scenario & Stress Testing | Risk Modeling | Financial Instruments | Regulatory Frameworks | Data Visualization | Cross-Functional Collaboration

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