Join us as a Senior Risk Quantitative Analyst
This is a great chance for someone with experience in a quantitative role to join our Risk function
You’ll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations
Hone your analytical skills and advance your career in this fast paced, critical role
We're offering this role at senior analyst level
What you'll do
This key role will see you providing model, pricing and functional specifications of the models for the various asset classes, and for the subsequent validation by risk analytics. We’ll also look to you to support to a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring to help them develop in their roles.
Day-to-day, you’ll also be:
Supporting a phased delivery of the simulation models and pricer prototypes
Producing model documentation to be delivered to the PRA for internal review
Advising senior management on and actively managing a project’s non-delivery risk




Maintaining and making sure that adequate documentation is produced for governance
Assisting our IT department in implementing the models, and overseeing the implementation of the functional specifications back-testing against the prototypes
The skills you'll need
We’re looking or someone with substantial experience in a quantitative role of specified asset classes, and experience in credit valuation adjustments, expected positive exposure, building valuation models, optimising pricing routines and computing efficiency.
You’ll have a proven ability to facilitate work across organisational boundaries, and you’ll be able to remove barriers that constrain performance excellence and make sure that quality improvements meet the needs and expectation of a diverse population.
We’ll also expect:
At least two years of relevant experience
Degree in a quantitative discipline such as Engineering, Mathematics, Statistics, Finance, or E

📌 Risk Quants Senior Analyst (Gurugram)
🏢 RBS
📍 Gurugram