Senior Quantitative Analyst Market Risk
Bangalore RMZ-ECO WORLD, India
INR 2475K-3000K (estimate) Senior-level Full Time
Tasks
- Analyze market liquidity
- Build Monte Carlo option valuation models
- Build tools for risk analytics access
- Calculate Potential Future Exposure
- Conduct cash margining analysis
- Conduct profit and loss stress testing
- Conduct quantitative research for risk solutions
- Develop option valuation models
- Develop risk assessment methodologies
- Engage stakeholders on operational matters
- Ensure data consistency and quality
- Ensure process excellence in risk operations
- Identify inefficiencies and bottlenecks
- Implement error checking
- Investigate large data sets
- Perform VaR back testing
- Perform credit stress testing
- Run scenario analysis
- Suggest methodology improvements
- Support transaction level deal valuation
- Validate quantitative models
Perks/Benefits
- N/A
Skills/Tech-stack
Advanced Statistics | Back Testing | Bash | Cash Margining | Cash margining analysis | Credit Stress | Credit stress testing | Differential Equations | Liquidity analysis | Market Liquidity | Market liquidity analysis | Model Validation | Monte Carlo | Monte Carlo Simulation | Option valuation | Oracle | P and L | P and L stress testing | Partial differential equations | Potential Future Exposure | Python | SQL | Scenario Analysis | Stress Testing | VaR Back Testing
Education
Roles
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