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 (India)
🏢 Agam Capital India
📍 India