Quant Risk

Arena Investors I Quaestor Advisors; Bengaluru; On-site; INR 4,000,000 - 7,000,000; Full time

Job summary

Arena Investors I Quaestor Advisors in Bengaluru seeks an experienced desk quant or risk manager to conduct quantitative analyses across fixed income and credit, support front-office risk, and calculate risk capital. Expertise in bond math, structured credit, and coding is essential.

The role requires 8+ years in financial markets, PhD or equivalent risk-management background, and familiarity with Bloomberg and Aladdin. Collaboration with US/London teams is common, with New York hours overlap.

Qualifications

• 8+ years in financial markets as a desk quant or risk manager in a quant trading environment.
• Strong knowledge of fixed income, credit, and FX products.
• Expert bond math: duration, convexity, spread calculations and options.
• Experience with structured credit: tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks.
• Advanced Excel macros and coding experience.
• Risk analysis of shocks, tail risks, illiquidity, concentration and leverage a plus.
• Willing to communicate during New York hours.
• Strong verbal and written communication; coordination with US/London teams.

Responsibilities

• Conduct quantitative and data analysis on the existing portfolio, new trades, and instruments across asset classes, cash and derivatives, focusing on fixed income and credit.
• Calculate risk capital for the business.
• Provide portfolio analysis and charts for presentations, both ad-hoc and weekly.
• Support risk management for front office.
• Familiarize with annuity insurance analytics and ALM-related analysis.
• Collaborate with operations and technology to improve Aladdin setup and analytics.

Skills

Quantitative analysis

Risk management

Excel macros

Fixed income

Credit analysis

Scenario analysis

Portfolio analysis

Communication

Annuity analytics

Foreign exchange

Education

PhD in a quantitative field

Tools

Aladdin portfolio management system

Bloomberg Terminal

Job description

Reporting line within Risk Management

Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivatives, specifically in fixed income and credit (single-name and structured); tasks will also include risk management’s support of front office

Calculating risk capital for the business

Provide quantitative insights in portfolio analysis, shock and scenario analysis, tail risks, concentration, and leverage

Preparing portfolio analysis and charts for presentations, on both ad-hoc and weekly routine basis; tasks include occasional mundane “number crunching”

Becoming familiar with annuity insurance structures and analytics related to asset-liability management

Interact with operations and technology on improving analytical setup of Aladdin portfolio management system

8+ years’ experience in financial markets as a desk quant, PhD, or as risk manager in a quantitative trading environment

Closely familiar with fixed income, credit (corporate and structured), and foreign exchange products

Strong bond math skills essential (e.g. duration, convexity, various spread calculations, options)

High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks

Writing advanced Excel macros and coding

Additional risk management experience a plus, especially analysis of shocks/scenarios, tail risks, illiquidity, concentration, and leverage

Willing to communicate and do ad-hoc work during parts of New York hours

Good communication skills verbally and in writing; most colleagues are based in the US and London

Proactive attitude and eagerness to assume tasks within team

Familiarity with Bloomberg essential and with Aladdin portfolio management system a plus