Enterprise Risk Researcher
We are looking for a motivated Quantitative Risk Modeler with 1- 3 years of experience to join our team. This role focuses on developing and maintaining multi-asset class analytics frameworks to the Firmwide portfolio of teams and senior management decision-making. If you have a passion for quantitative finance, risk modeling, and applied statistics, this is an excellent opportunity to grow your career in a dynamic and collaborative workplace.

Principal Responsibilities:
Development of multi-asset class analytics across all MLP strategies, supporting the Office of the CIO across Enterprise-wide initiatives
This includes working on the centralized performance evaluation framework at MLP, improvements on VaR and Stress methodologies, as well as implementing centralized back-testing and model performance frameworks
Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform used by senior management.
Ownership in developing a quantitative framework for identifying, measuring, managing,



and reporting multi-asset class analytics across the platform.
PM performance measurement and analytics to help inform management decisions.
Ownership of a multi-asset class stress-testing framework, including insights into key risk drivers to action management decisions.
Capital utilization and allocation models across portfolio manager teams. Cost of liquidation measurement and management, as well as associated returns relative to constrained resources.
Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production
Qualifications:
The candidate should have a degree in a quantitative field such as statistics, mathematics, computer science or financial engineering
Strong programming skills, prior experience with Python (Polars and/or Pandas). Proficiency in at least a compiled and statically typed language is a plu

📌 Enterprise Risk Researcher (Bengaluru)
🏢 Millennium
📍 Bengaluru