Quant Analyst – FRTB IMA (Front Office Model Focus) | Bangalore, IN | Hybrid

Role Overview We are seeking a Quant Analyst (5+ years’ experience) to support initiatives aligned to the FRTB Internal Models Approach (IMA) framework. This role requires strong derivatives modelling and pricing expertise , with candidates coming from a Front Office Model Quant or Model Validation background. While prior FRTB / IMA exposure is beneficial, deep understanding of pricing models and risk sensitivities is the key requirement. Key Responsibilities • Analyse and enhance pricing and risk models within an FRTB IMA context. • Assess model sensitivities, risk-theoretical P&L (RTPL), and risk factor mapping. • Support model performance analysis and regulatory-driven enhancements. • Partner with Front Office, Risk, and Model Validation teams to ensure model robustness. • Contribute to documentation and governance aligned to internal model approval standards. Technical Expertise & Competencies Required • 5+ years’ experience in quantitative modelling within Front Office or Model Validation. • Strong knowledge of derivatives pricing models across one or more asset classes (Rates, FX, Credit, Equities, Commodities). • Solid understanding of model sensitivities and risk metrics. • Programming proficiency in Python, C++, or similar. • Prior exposure to FRTB IMA , market risk models, or regulatory capital frameworks. • Experience with risk model performance assessment or capital impact analysis. • Strong analytical mindset with attention to detail. • Ability to bridge quantitative theory with regulatory and risk requirements. • Comfortable working in a cross-functional, high-stakes regulatory environment.