GMRA Analyst

About the role

We are seeking a highly motivated Risk Quant Analyst to support the future-state build of the SRPnL platform and VaR engine while contributing to the production and enhancement of the firm's RNiV framework. The successful candidate will be responsible for supporting lower-lane testing, benchmark analysis, valuation investigations, production process improvements, and quantitative risk analytics.

What you'll do

• VaR Engine & SRPnL Platform
• Support development and testing of the future-state SRPnL platform and VaR calculation framework
• Perform lower-lane testing and validation of full revaluation methodologies under benchmarking scenarios
• Analyze and investigate differences between Grid PnL and SFRC PnL outputs
• Support optimization and stabilization of production batch processes and risk calculation workflows

What you need

• 5–8 yrs of experience
• SQL
• Data analysis
• Python
• Tableau
• Market risk
• Valuation
• B.Com or MBA

Good to have

• Capital markets
• Physics