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Risk Management

Risk Management

Avant-Garde Corporate Services Private LimitedMumbai, Maharashtra, India
23 hours ago
Job description

About the Role -We are seeking a highly skilled professional to join our Risk Management Development team. This role involves developing, enhancing, and testing risk and valuation models used for margining and valuation across various financial segments. The ideal candidate will have a strong background in programming (Python, VBA) and a solid understanding of capital markets, risk analytics, and quantitative modeling.

Key Responsibilities

Model Development & Enhancement

  • Develop and enhance risk and valuation models for fixed income, derivatives, and foreign currency products.
  • Design, implement, and validate models for margining, valuation, back-testing, and stress testing.

Software Development & Automation

  • Write and maintain production-grade Python code for risk and valuation systems.
  • Develop and maintain Excel / VBA macros for prototyping and data visualization.
  • Testing & Validation

  • Conduct rigorous testing of risk management software and related modules.
  • Prepare detailed documentation of test conditions, cases, and findings.
  • Research & Coordination

  • Execute short-term analytical and research projects independently.
  • Coordinate with internal teams, IT vendors, and stakeholders for project execution and issue resolution.
  • Required Skills & Knowledge

  • Advanced Python and Excel (VBA) programming skills (mandatory).
  • Working knowledge of R or MATLAB (advantage).
  • Understanding of capital markets, risk management principles, and derivatives pricing (options, swaps, etc.).
  • Strong grasp of valuation models for fixed income and FX instruments..
  • Core Competencies

  • Quantitative & Analytical Thinking
  • Programming & Automation Expertise
  • Risk Modelling & Financial Mathematics
  • Accuracy & Documentation Discipline
  • Educational Qualification

    B.E. / B.Tech

    MBA / Post-Graduate in Management (Finance specialization preferred)

    FRM / CFA certification (added advantage)

    Experience5+ years of professional experience in software development, risk modeling, or quantitative finance roles.

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    Risk Management • Mumbai, Maharashtra, India

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