Risk Quants Senior Analyst

Role Overview: Join us as a Risk Quants Senior Analyst in India, where you will have the opportunity to work closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations. This critical role at a senior analyst level will allow you to hone your analytical skills and advance your career in a fast-paced environment. Key Responsibilities: - Providing model, pricing, and functional specifications of the models for various asset classes for subsequent validation by risk analytics - Supporting a team of quantitative analysts and technical specialists by providing quantitative and technical mentoring - Supporting a phased delivery of simulation models and pricer prototypes - Producing model documentation for internal review - Advising senior management on project's non-delivery risk and actively managing it - Ensuring adequate documentation is produced for governance - Assisting the IT department in implementing the models and overseeing the implementation of functional specifications back-testing against prototypes Qualifications Required: - Substantial experience in a quantitative role of specified asset classes - Experience in credit valuation adjustments, expected positive exposure, building valuation models, optimizing pricing routines, and computing efficiency - Ability to facilitate work across organizational boundaries and remove barriers that constrain performance excellence - Significant experience in a banking or other financial institution - Experience of advising senior management on progress, choices, and risks with models and projects - Experience of developing an infrastructure for prototyping and back-testing - Ability to recognize multiple relationships between problems, issues, and situations - Experience of guiding colleagues and supporting them in developing further - Ability to work well independently and as part of a team Role Overview: Join us as a Risk Quants Senior Analyst in India, where you will have the opportunity to work closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations. This critical role at a senior analyst level will allow you to hone your analytical skills and advance your career in a fast-paced environment. Key Responsibilities: - Providing model, pricing, and functional specifications of the models for various asset classes for subsequent validation by risk analytics - Supporting a team of quantitative analysts and technical specialists by providing quantitative and technical mentoring - Supporting a phased delivery of simulation models and pricer prototypes - Producing model documentation for internal review - Advising senior management on project's non-delivery risk and actively managing it - Ensuring adequate documentation is produced for governance - Assisting the IT department in implementing the models and overseeing the implementation of functional specifications back-testing against prototypes Qualifications Required: - Substantial experience in a quantitative role of specified asset classes - Experience in credit valuation adjustments, expected positive exposure, building valuation models, optimizing pricing routines, and computing efficiency - Ability to facilitate work across organizational boundaries and remove barriers that constrain performance excellence - Significant experience in a banking or other financial institution - Experience of advising senior management on progress, choices, and risks with models and projects - Experience of developing an infrastructure for prototyping and back-testing - Ability to recognize multiple relationships between problems, issues, and situations - Experience of guiding colleagues and supporting them in developing further - Ability to work well independently and as part of a team