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Tier-1 brand, mid-level experience, and Mumbai metro location increase candidate competition.
Highly specialized quantitative finance skills limit cross-industry transferability.
Explicit 3+ years, required risk-model experience, and mandatory Python raise shortlisting strictness.
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Lead research and development of portfolio risk quantitative models and associated model governance workstreams.
Collaborate with global team members on expanding model testing frameworks and building research platforms for portfolio risk analytics.
Support deployment and presentation of models to internal stakeholders and Aladdin clients, influencing investment decision-making.
3+ years of experience in quantitative/statistical modeling, preferably in market risk/factor models and portfolio risk analytics (VaR, Stress Testing).
Undergraduate degree in Actuary, Statistics, Applied Mathematics, Econometrics; advanced quantitative degrees are a plus.
Proficiency in programming, specifically Python; experience with statistical software such as Python, R, MATLAB is required.
Experience with financial modeling, risk management processes, model backtesting, and model validation is preferred.
Experienced quantitative researcher with skills in portfolio risk analytics and econometric/statistical model development.
Comfortable working as an individual contributor within a collaborative global team environment across multiple regions.
Able to translate complex stakeholder requirements into actionable research plans and communicate model findings effectively to technical and non-technical audiences.