Risk Quant – Front Office & Traded Risk Quantitative Library

Role Title: Risk Quant – Front Office & Traded Risk Quantitative Library Location: Bangalore, India Primarily remote working with occasional travel required Immediate Investment banking / FS experience is essential Who We Are Looking For A risk quant to join the team responsible for developing and managing an in-house Python-based library supporting Front Office and Traded Risk functions. Key responsibilities:

• Enhancing integration capabilities between the Front Office (FO) pricer and Traded Risk quantitative libraries, enabling more seamless model interoperability.
• Applying agentic AI to build and evolve what-if analysis tools, supporting scenario exploration and model behavior assessment.
• Maintaining Traded Risk models for the Interest Rates (IR) asset class, ensuring ongoing model stability, performance, and alignment with business requirements. Technical Competence
• Proficiency in Python, including experience developing and maintaining libraries within a production environment.
• Working knowledge of Front Office pricer systems and Traded Risk quantitative libraries, with an understanding of model interoperability.
• Experience applying agentic AI techniques to the design of analytical or scenario-based tooling.
• Familiarity with Traded Risk models within the Interest Rates (IR) asset class, including their ongoing maintenance, stability, and performance. Behavioral Competence
• A methodical, analytical approach to model behavior assessment and scenario exploration.
• Clear communication and effective collaboration across Front Office and Traded Risk functions.
• Attention to detail in maintaining model stability and alignment with business requirements.
• Adaptability to evolving tools and methodologies, including the application of agentic AI.

Required Skills ['Risk Reporting', 'Trade Lifecycle Management']

Additional Information

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