int(11226)
Mumbai, India

Market & CCR Quant Manager

Our client is one of the leading global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a skilled professional to join their foundational Market Risk Quant team in Mumbai.

 

Please contact Shashwat or email your cv directly in word format with job reference number: JOB- 13543 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

  • Act as the 2 LOD by identifying, quantifying, and monitoring market and counterparty credit risks for the Trading Desks.
  • Monitor and address limit breaches, exceptions, or technical issues on a daily basis.
  • Assist in the preparation of periodic risk reports, review regulatory specifications, and conduct comprehensive testing of IT developments as required.
  • Develop Python-based tools for enhanced risk insights and maintain an understanding of trading strategies, products, and market dynamics.
  • Recommend and manage limits for assigned Desks, advise traders, and ensure prompt and accurate upload of limits.

Role requirements

  • 4-8 years of relevant experience in market or counterparty credit risk management
  • Bachelor’s or Master’s degree in quantitative disciplines such as applied or pure mathematics, engineering or computer science.
  • Proficiency in Python coding, along with a demonstrated understanding of techniques such as lattice methods, Monte Carlo simulations, Finite Differences, etc.
  • Familiarity with financial products across asset classes, their pricing models, risk methodologies (e.g., Value at Risk, Stress Testing), and the associated trade lifecycle process.