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Quant – Market Risk (Analyst)

Forvis Mazars India·Gurugram

Pay not stated1–4 yrsFull-time

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About the role

Derivatives (options, swaps, structured products) Sensitivities and risk factors(Greeks, yield curve,…) Backtesting / Model Validation / Capital Requirements and regulatory reporting constraints Stochastic modelling and Monte Carlo simulation Volatility modelling (e.g implied volatility) Communication, detail-oriented, collaborative problem-solving, intellectual curiosity and proactive

What you need

  • 1–4 yrs of experience
  • Market risk
  • Python
  • Statistics
  • Capital markets
  • Performance testing
  • C++
  • Any graduate

Good to have

  • C#

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