Market Risk Quant – Senior Consultant/Manager – Big4 in Gurgaon

Location: Gurgaon
Job Type: Permanent
Years of Experience: 3-7 Years
Industry: Management Consulting
Functional Area: Financial Services - Other

Job Role: Market Risk Quant

Salary: 17-28 Lacs

Qualification: Bachelor's or Master's Degree

Mandatory Skills: MR Quant

Recruiter Name: Renu

Job Description

Join our Financial Services Risk Management (FSRM) team as a Senior Consultant/Manager specializing in Market Risk Quant. This role is a unique opportunity for individuals with a passion for quantitative modeling, market risk analytics, and the ambition to develop leadership skills in a high-growth area.

Key Responsibilities:

  • Engage in the validation and development of valuation models across various asset classes (equities, commodities, rates, credit, mortgages).
  • Develop, test, and validate pricing models using C++/Python/R or client-proprietary tools.
  • Apply basic mathematical and statistical concepts in linear algebra and probability theory.
  • Gain an understanding of fixed income and equity derivatives, including volatility surfaces, interest rate curve construction, and Greeks.
  • Develop a comprehensive understanding of the workings of a bank and banking products across fixed income, derivatives, retail, etc.
  • Work with VaR modeling, backtesting techniques, and statistical concepts/time series modeling.

Skills and Experience Required:

  • Minimum of 4 years of relevant experience in a similar role.
  • Strong proficiency in Python and/or C++.
  • Solid background in quantitative modeling and market risk analytics.
  • Excellent problem-solving skills and a strong foundation in mathematics and statistics.
  • Knowledge of financial markets, banking processes, and various financial instruments.
  • Experience or understanding of VaR and various VaR modeling techniques.

This role is perfect for those who are adept in quantitative analysis and market risk and are seeking to thrive in a dynamic, fast-paced environment. If you are looking to advance your career with a leading Big4 firm and possess the required skills and experience, we encourage you to apply.

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