ROLE OVERVIEW
We are looking for a 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 up-to-date 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
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
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
Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
📌 Quant analyst (Pune)
🏢 Zensar
📍 Pune