int(10829)
Mumbai, India

Market Risk Quant

Our client is a leading provider of alternative asset management and retirement solutions and helps build stronger businesses through innovative capital solutions that can generate excess risk-adjusted returns and retirement income. They are currently looking for a professional to join their market risk team as an Associate Quant in Mumbai.

 

Please contact Nicole Cerejo or email your cv directly in word format with job reference number: JOB-12637 to riskandquants-in@theedgepartnership.com

 

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • 5+ years of experience in a Front Office Pricing team within large Investment Banks or Asset Managers to develop and implement quantitative models for traded credit products and Asset Backed Securities (ABS).
  • Demonstrate deep expertise in credit market dynamics, encompassing cash, synthetics, and structured products, to inform trading strategies and risk management decisions.
  • Apply strong quantitative skills to analyse credit methodologies and traded credit analytics, contributing to the enhancement of pricing models and risk assessment frameworks.
  • Utilize conceptual and mathematical knowledge in financial engineering, stochastic modelling, simulation techniques, derivatives pricing, and risk analytics to design and validate risk and valuation models for credit securities, structured products, and complex derivatives.
  • Conduct stress testing and scenario analysis to assess risk exposures, providing actionable insights to mitigate potential risks and optimize portfolio performance.

Role requirements

  • Possess a bachelor’s degree from an accredited institution; a master’s degree in a quantitative discipline such as mathematics, computer science, financial engineering, or econometrics is preferred.
  • Demonstrated practical experience in financial markets, with a strong understanding of industry trends and regulatory requirements.
  • Proficiency in programming languages such as Python, R, SQL, and Excel is required; familiarity with C/C++ is preferred.
  • Strong communication and diplomatic skills are vital for effective collaboration with internal and external stakeholders, demonstrating the ability to work independently across diverse business functions with meticulous attention to detail, even in fast-paced environments.