Quant – Market Risk (Analyst)

Role: Quant – Market Risk (Analyst)

Experience: 1+ Year[s]

Location: Gurgaon

Financial knowledge

Good understanding of financial instruments:

• Equities, bonds, interest rate products
• Derivatives (options, swaps, structured products)

Good understanding of Market Risk concepts:

• Value-At-Risk (VaR), Expected Shortfall (ES)
• Sensitivities and risk factors(Greeks, yield curve,…)
• Stress testing and scenario analysis
• Counterparty risk basis (EPE, PFE)

Market Risk Regulatory knowledge:

• Understanding of key Market Risk Regulatory frameworks: FRTB (Fundamental Review of the Trading Book) and Basel requirements (Standardised Approach vs Internal Models Approach)
• Understanding of: Backtesting / Model Validation / Capital Requirements and regulatory reporting constraints

Quant skills – Strong foundation

• Stochastic modelling and Monte Carlo simulation
• Volatility modelling (e.g implied volatility)
• Numerical methods and optimization

Programming skills

• Strong proficiency in Python / C++ or C#: Ability to write clean, efficient, production-ready code

Soft skills

• Communication, detail-oriented, collaborative problem-solving, intellectual curiosity and proactive
• curiosity, rigorous statistical analysis

At Forvis Mazars, we embrace diversity and are committed to fostering an inclusive culture where everyone feels valued, heard, and empowered. We provide equal opportunities for growth and advancement, regardless of background, identity, or experience. Join a global team where your unique perspective helps shape a more equitable and innovative future. If you’re ready to make an impact and elevate your career, we’d love to hear from you.