Source description
About the role
As a highly skilled professional joining the Risk Management Development team, you will be responsible for developing, enhancing, and testing risk and valuation models used for margining and valuation across various financial segments. Your role will involve the following key responsibilities: - Model Development & Enhancement - Develop and enhance risk and valuation models for fixed income, derivatives, and foreign currency products. - Design, implement, and validate models for margining, valuation, back-testing, and stress testing. - Software Development & Automation - Write and maintain production-grade Python code for risk and valuation systems. - Develop and maintain Excel/VBA macros for prototyping and data visualization. - Testing & Validation - Conduct rigorous testing of risk management software and related modules. - Prepare detailed documentation of test conditions, cases, and findings. - Research & Coordination - Execute short-term analytical and research projects independently. - Coordinate with internal teams, IT vendors, and stakeholders for project execution and issue resolution. In addition to the key responsibilities, you are required to have the following skills and knowledge: - Advanced Python and Excel (VBA) programming skills (mandatory). - Working knowledge of R or MATLAB (advantage). - Understanding of capital markets, risk management principles, and derivatives pricing (options, swaps, etc.). - Strong grasp of valuation models for fixed income and FX instruments. Your core competencies will include: - Quantitative & Analytical Thinking - Programming & Automation Expertise - Risk Modelling & Financial Mathematics - Accuracy & Documentation Discipline Educational Qualification: - B.E./B.Tech - MBA / Post-Graduate in Management (Finance specialization preferred) - FRM / CFA certification (added advantage) Experience: - 5 years of professional experience in software development, risk modeling, or quantitative finance roles. As a highly skilled professional joining the Risk Management Development team, you will be responsible for developing, enhancing, and testing risk and valuation models used for margining and valuation across various financial segments. Your role will involve the following key responsibilities: - Model Development & Enhancement - Develop and enhance risk and valuation models for fixed income, derivatives, and foreign currency products. - Design, implement, and validate models for margining, valuation, back-testing, and stress testing. - Software Development & Automation - Write and maintain production-grade Python code for risk and valuation systems. - Develop and maintain Excel/VBA macros for prototyping and data visualization. - Testing & Validation - Conduct rigorous testing of risk management software and related modules. - Prepare detailed documentation of test conditions, cases, and findings. - Research & Coordination - Execute short-term analytical and research projects independently. - Coordinate with internal teams, IT vendors, and stakeholders for project execution and issue resolution. In addition to the key responsibilities, you are required to have the following skills and knowledge: - Advanced Python and Excel (VBA) programming skills (mandatory). - Working knowledge of R or MATLAB (advantage). - Understanding of capital markets, risk management principles, and derivatives pricing (options, swaps, etc.). - Strong grasp of valuation models for fixed income and FX instruments. Your core competencies will include: - Quantitative & Analytical Thinking - Programming & Automation Expertise - Risk Modelling & Financial Mathematics - Accuracy & Documentation Discipline Educational Qualification: - B.E./B.Tech - MBA / Post-Graduate in Management (Finance specialization preferred) - FRM / CFA certification (added advantage) Experience: - 5 years of professional experience in software development, risk modeling, or quantitative finance roles.