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JD 1 : Quant Analyst – Market Risk

Role Summary

The Market Risk Quant Analysts will focus on market risk model development, validation, and compliance, ensuring that banks meet regulatory and risk management standards.

Key Responsibilities

 Validate market risk models, including Value-at-Risk (VaR), Expected Shortfall, and Stress

Testing frameworks.

 Develop and enhance models for FRTB (Fundamental Review of the Trading Book) compliance.

 Perform backtesting, sensitivity analysis, and scenario analysis for trading portfolios.

 Collaborate with risk management teams to ensure compliance with Basel III/IV requirements.

 Support in implementing and validating pricing models for derivative instruments.

Required Skills

 Expertise in market risk metrics (VaR, Expected Shortfall, etc.) and FRTB frameworks.

 Robust programming skills in Python, R, or MATLAB for model development and analysis.

 Knowledge of Basel III/IV market risk regulatory requirements.

 Advanced degree in Quantitative Finance, Financial Engineering, or related disciplines.

 Strong understanding of trading products like derivatives, bonds, and FX instruments.

📌 Hiring for leading companies -Quant Analyst – Market Risk (Mumbai)
🏢 Acura Solution
📍 Mumbai