Quantitative Analyst

"ROLE OVERVIEW

We are looking for a Senior Quantitative Analyst with strong experience in market risk and credit risk modeling. The role requires a mathematically strong professional who can understand financial model inputs (market data), analyze anomalies, and clearly explain model outputs. This position works closely with quantitative managers and risk stakeholders and supports enterprise risk systems built on modern technology stacks.

KEY RESPONSIBILITIES

Analyze and support market risk and credit risk models

Understand and validate market data inputs and data anomalies

Interpret and explain risk model outputs and calculations

Support model validation, VaR, pricing, and risk analytics

Collaborate with quant managers, risk teams, and developers

Contribute to development and support of risk technology platforms

DOMAIN KNOWLEDGE (REQUIRED)

Nice to have: Market Risk Management, Market Risk Modelling, Trading Risk Management, Regulatory frameworks - Basel III

REQUIRED SKILLS

Strong quantitative and mathematical background

Experience in market risk / credit risk modeling or analytics

Hands-on experience with risk models and financial data

Proficiency in SQL and data analysis

Working experience with SAS or similar analytics tools

Strong communication skills to explain quantitative results

PREFERRED SKILLS

Working knowledge of C# / .NET

Exposure to VaR, pricing models, stress testing

Knowledge of Basel / regulatory risk frameworks

Experience in Treasury & Risk systems

Agile / Scrum experience