Risk Quant

Quaestoradvisors; Bengaluru; On-site; INR 4,500,000 - 7,500,000; Full time

Job summary

Quaestoradvisors in Bengaluru is seeking an experienced quant/risk professional to join the Risk Management team. You will conduct quantitative analyses across fixed income, credit, and FX, support front office, and help calculate risk capital.

This role requires 8+ years in financial markets, strong bond math, proficiency with Bloomberg and Aladdin, and willingness to engage with NY hours when required. You will produce portfolio insights and risk metrics weekly.

Qualifications

• 8+ years of experience in financial markets in a desk quant or risk management role.
• PhD or risk manager background in a quantitative trading environment.
• Strong bond math skills and credit/structured products familiarity.

Responsibilities

• Reporting line within Risk Management.
• Conduct quantitative and data analysis on existing portfolio, new trades, and instruments.
• Calculate risk capital for the business.
• Provide portfolio analytics, shock and scenario analysis, tail risks, concentration, and leverage.
• Prepare portfolio analyses and charts for ad-hoc and weekly presentations.
• Familiarize with annuity insurance structures and asset-liability analytics.
• Collaborate with operations and technology to improve Aladdin portfolio management setup.
• Write advanced Excel macros and coding.
• Communicate findings with US and London-based colleagues; participate in NY hours as needed.
• Familiarity with Bloomberg and Aladdin is a plus.

Skills

Quantitative analysis

Risk management

Fixed income

Credit products

FX products

Excel macros

Data analysis

Portfolio analysis

Scenario analysis

Front office liaison

Education

PhD

Tools

Bloomberg

Aladdin

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

This job description is not an exhaustive list of all responsibilities, and duties may change.