Company: Agam Capital
Job Title: Investment Risk - Quant | Associate / Senior Associate

Work Experience Required:
Minimum 1.5 Years - Upto 4 Years, after Bachelors Degree

Education:
BITS, IIT, Any Tier 1 college
CFA, FRM is an advantage

Skillsets:
Python, A.I., Finance, Critical thinking & Problem Solving, Stakeholder management, Mathematics (Algebra & Calculus)

Job Description:
Quantify portfolio risk metrics & investment compliance & monitor Market movers, credit migration, downgrades & spread shifts
Advance stress testing and scenario analysis (rate shocks, LCR, GFC shocks, collateral erosion scenarios), and track collateral adequacy
Partner with Investment team, Actuarial, and compliance team for upgrading risk methodology and escalate policy breaches or risk limit exceptions
Support asset-liability management (ALM) by monitoring duration gaps,



PV01 ladders, stress scenarios, curve risk and support repositioning strategies
Develop (ERM) reports for management, highlighting breaches, triggers, key vulnerabilities & exposures, compliance status, and ALM sensitivities and Escalate and document policy breaches, hedge program deviations, and liquidity concerns.
Develop and maintain automated workflows for hedge effectiveness and risk analytics, integrating data validation and consistency checks to ensure accuracy
Evaluate the P&L; impact of liability hedge targets by analyzing BSCR charges, key-rate convexities, and rate movements to assess hedge performance and alignment with risk objectives.

📌 Associate (Mumbai)
🏢 Agam Capital India
📍 Mumbai