Join us as a Risk Quants Associate
This is a great prospect 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
This role will provide you with a platform to keep building your knowledge and expertise, and offers you outstanding exposure for you and your work
We're offering this role at associate level

What you'll do As a Risk Quants Associate, you’ll be supporting a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring. This key role will also see you providing model, pricing and functional specifications of the models for the various asset classes, and for the subsequent validation by risk analytics.

Day-to-day, You’ll Also Be
Providing 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




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 for someone with significant experience in a quantitative role of specified asset classes, including credit valuation adjustments, expected positive exposure, building valuation models, optimising pricing routines and computing efficiency.

You’ll Also Demonstrate
Significant experience in a banking workplace or other financial institution
Knowledge to develop an infrastructure for prototyping and back-testing
The ability to recognise multiple relationships between problems, issues and situations
Experience of guiding colleagues and supporting them in developing further
The ability to work well independently and as part of a team

📌 Risk Quants Associate Gurugram
🏢 NatWest Group
📍 Gurugram