Quantitative Analyst – Risk Analytics Group

Edge In Asia Recruitment Private Limited; Bengaluru; On-site; INR 1,200,000 - 2,500,000; Full time

Job summary

A global financial leader based in Bengaluru is seeking a Quantitative Analyst for their Risk Analytics Group. The role involves developing counterparty exposure models and validating risk models (PFE, SIMM). Candidates should have a Master’s degree in finance, Mathematics, or related fields, along with 2-4 years of experience in financial markets and modeling. Strong knowledge of Python or R is essential.

Qualifications

• 2-4 years of relevant experience.
• Strong knowledge of financial markets and derivatives pricing.
• Experience in pricing or exposure models.
• Experience in pricing or exposure models (PFE, SIMM preferred).

Responsibilities

• Develop and validate counterparty risk models (PFE, SIMM).
• Conduct model testing, performance analysis, and reporting.
• Collaborate with teams to improve risk frameworks.
• Support investigations into exposure calculations and undertake ad-hoc projects.

Skills

Python

R

Financial markets knowledge

Derivatives pricing

Education

Master’s degree in finance, Mathematics, Statistics, or Engineering

Tools

SIMM

PFE

SQL

Job description

We are currently hiring for our client who is a global financial leader with operations in 40+ markets, providing commercial and investment banking services. They are looking for a keen individual to join their Risk Analytics Group (RAG) in Bengaluru, specializing in counterparty risk modeling and quantitative analysis. As a Quantitative Analyst, you will develop and maintain counterparty exposure models, validate risk models (PFE, SIMM), and collaborate with global teams to enhance risk frameworks.

Some of the key responsibilities will include :

• Develop and validate counterparty risk models (PFE, SIMM).
• Conduct model testing, performance analysis, and reporting.
• Collaborate with teams to improve risk frameworks and controls.
• Support investigations into exposure calculations and undertake ad-hoc projects.

To be eligible for this role you will require:

• 2-4 Years of relevant experience.
• Master’s degree in finance, Mathematics, Statistics, or Engineering.
• Strong knowledge of financial markets, derivatives pricing, and Python/R.
• Experience in pricing or exposure models (PFE, SIMM preferred).