Reporting line within Risk Management
Supporting the risk management team by conducting quantitative and data analysis on the existing portfolio, new trades, and instruments across all asset classes, cash and derivatives, specifically in fixed income and credit (single-name and structured); tasks will also include risk management’s support of front office
Calculating risk capital for the business
Provide quantitative insights in portfolio analysis, shock and scenario analysis, tail risks, concentration, and leverage
Preparing portfolio analysis and charts for presentations, on both ad-hoc and weekly routine basis; tasks include occasional mundane “number crunching”
Becoming familiar with annuity insurance structures and analytics related to asset-liability management
Interact with operations and technology on improving analytical setup of Aladdin portfolio management system

Requirements
8+ years’ experience in financial markets as a desk quant, PhD, or as risk manager in a quantitative trading workplace
Closely familiar with fixed income,



credit (corporate and structured), and foreign exchange products
Robust bond math skills essential (e.g. duration, convexity, various spread calculations, options)
High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments, CDR/CPR shocks
Writing advanced Excel macros and coding
Additional risk management experience a plus, especially analysis of shocks/scenarios, tail risks, illiquidity, concentration, and leverage
Willing to communicate and do ad-hoc work during parts of New York hours
Valuable communication skills verbally and in writing; most colleagues are based in the US and London
Proactive attitude and eagerness to assume tasks within team
Familiarity with Bloomberg essential and with Aladdin portfolio management system a plus

This job description is not an exhaustive list of all responsibilities, and duties may change.

📌 Risk Quant Bengaluru (India)
🏢 Arena Investors I Quaestor Advisors
📍 India