Senior Quantitative Analyst Market Risk
Bangalore RMZ-ECO WORLD, India
INR 2700K-3465K (estimate) Senior-level Full Time
Tasks
- Analyze cash margining
- Analyze market liquidity
- Assess portfolio risk reward
- Build Monte Carlo option valuation models
- Build data access tools
- Calculate Potential Future Exposure
- Conduct PnL stress testing
- Develop option valuation models
- Identify process inefficiencies
- Implement error checking
- Investigate manage large datasets
- Perform VaR back testing
- Perform credit stress testing
- Run scenario analysis
- Validate quantitative models
Perks/Benefits
- N/A
Skills/Tech-stack
Bash | Cash Margining | Credit Stress | Credit stress testing | Data Quality | Differential Equations | Liquidity analysis | Market Liquidity | Market liquidity analysis | Model Validation | Monte Carlo | Monte Carlo Simulation | Option valuation | Oracle | Partial differential equations | PnL Stress Testing | Potential Future Exposure | Python | SQL | Scenario Analysis | Stress Testing | VaR backtesting
Education
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