30 Aug
|
HuntingCube
|
India
Role Title: Risk Quant – Front Office & Traded Risk Quantitative Library Location: Bangalore, India Primarily remote working with occasional travel required Immediate Investment banking / FS experience is essential Who We Are Looking For A risk quant to join the team responsible for developing and managing an in-house Python-based library supporting Front Office and Traded Risk functions. Key responsibilities:
Enhancing integration capabilities between the Front Office (FO) pricer and Traded Risk quantitative libraries, enabling more seamless model interoperability.
Applying agentic AI to build and evolve what-if analysis tools, supporting scenario exploration and model behavior assessment.
Maintaining Traded Risk models for the Interest Rates (IR) asset class, ensuring ongoing model stability, performance, and alignment with business requirements. Technical Competence
Proficiency in Python, including experience developing and maintaining libraries within a production workplace.
Working knowledge of Front Office pricer systems and Traded Risk quantitative libraries, with an understanding of model interoperability.
Experience applying agentic AI techniques to the design of analytical or scenario-based tooling.
Familiarity with Traded Risk models within the Interest Rates (IR) asset class, including their ongoing maintenance, stability, and performance. Behavioral Competence
A methodical, analytical approach to model behavior assessment and scenario exploration.
Explicit communication and effective collaboration across Front Office and Traded Risk functions.
Attention to detail in maintaining model stability and alignment with business requirements.
Adaptability to evolving tools and methodologies, including the application of agentic AI.
Required Skills ['Risk Reporting', 'Trade Lifecycle Management']
Additional Information
Use public JD while sourcing.
📌 Risk Quant – Front Office & Traded Risk Quantitative Library Itanagar (India)
🏢 HuntingCube
📍 India