Full TimeQuantitative Finance
Posted 27 April 2026
Job description
\"ROLE OVERVIEW
We are looking for a Senior Quantitative Analyst with robust experience in market risk and credit risk modeling.
The role requires a mathematically robust professional who can understand financial model inputs (market data), analyze anomalies, and clearly explain model outputs.
This position works closely with quantitative managers and risk stakeholders and supports enterprise risk systems built on modern technology stacks.
KEY RESPONSIBILITIES
· Analyze and support market risk and credit risk models
· Understand and validate market data inputs and data anomalies
· Interpret and explain risk model outputs and calculations
· Support model validation, VaR, pricing, and risk analytics
· Collaborate with quant managers, risk teams, and developers
· Contribute to development and support of risk technology platforms
DOMAIN KNOWLEDGE (REQUIRED)
Nice to have: Market Risk Management, Market Risk Modelling, Trading Risk Management, Regulatory frameworks
• Basel III
REQUIRED SKILLS
· Solid quantitative and mathematical background
· Experience in market risk / credit risk modeling or analytics
· Hands-on experience with risk models and financial data
· Proficiency in SQL and data analysis
· Working experience with SAS or similar analytics tools
· Strong communication skills to explain quantitative results
PREFERRED SKILLS
· Working knowledge of C# / .NET
· Exposure to VaR, pricing models, stress testing
· Knowledge of Basel / regulatory risk frameworks
· Experience in Treasury & Risk systems
· Agile / Scrum experience