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Mid-level quant role in Bangalore with a reputable financial employer and common 2–5 year requirement drives moderate competition.
Highly finance-specific quantitative and regulatory expertise limits cross-industry transferability.
Requires specific quantitative degree, 2–5 years market risk modelling, regulatory knowledge, and Python—tight hiring filters.
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Develop and maintain quantitative risk analytics for Market Risk and Counterparty Credit Risk modeling, focusing on capital market models for trading derivative products and securities lending portfolios.
Ensure regular production and validation of daily trading limit models, initial margin models for uncleared trades, and Basel regulatory exposure calculation tools (EAD).
Collaborate with front office, regulators, audit, and independent reviewers; provide technical inputs to enhance the risk framework; support stress testing and capital quantification adhering to regulatory requirements.
2-5 years of hands-on experience in market/counterparty quantitative risk modeling or related quantitative risk roles.
Master's degree in Statistics, Economics, Mathematics, or advanced quantitative degree; alternatively, B.Tech from Tier 1 college with MBA in related field.
Strong technical skills in Python (preferred), SAS, advanced Excel, and VBA programming; experience in stochastic pricing models and Monte Carlo simulations.
Strong regulatory knowledge of banking capital and market risk rules including BASEL, CCAR, SR11/7.
Experienced quantitative risk analyst with demonstrated ability to independently develop and validate complex risk models for derivative and securities lending products.
Capable of working closely with multiple stakeholders including front office, regulators, and audit in a global, multi-cultural financial environment.
Strong quantitative and programming skills combined with deep regulatory understanding to strategically enhance risk measurement frameworks and compliance.