Portfolio Risk Management Analyst

Job Title : Quantitative Risk Analyst

Job Location : Vikhroli, Mumbai

Company : Agam Capital

Education : Engineering Graduate from IIT (Top 10 of 23 campus) / BITS Pilani (all campus) / ISI (all campus) / IISc / IISERs along with CFA / FRM L1 or relevant experience / coursework.

Experience : Strictly preferred between (1-2) years of work experience.

Mandatory Skills : Advanced Excel, SQL, Python, Critical thinking & Problem Solving, Stakeholder management, Mathematics (Algebra & Calculus)

Role & Responsibilities :

# Quantify portfolio risk metrics & investment compliance & monitor Market movers, credit migration, downgrades & spread shifts

# Advance stress testing and scenario analysis (rate shocks, LCR, GFC shocks, collateral erosion scenarios), and track collateral adequacy

# Partner with Investment team, Actuarial, and compliance team for upgrading risk methodology and escalate policy breaches or risk limit exceptions

# Support asset-liability management (ALM) by monitoring duration gaps, PV01 ladders, stress scenarios, curve risk and support repositioning strategies

# Develop (ERM) reports for management, highlighting breaches, triggers, key vulnerabilities & exposures, compliance status, and ALM sensitivities and Escalate and document policy breaches, hedge program deviations, and liquidity concerns.