Quantitative Risk Analyst

Quantitative Risk Analyst

Company: Agam Capital

Location: Vikhroli, Mumbai

Timings: UK Shift

Tags: #Quantitative Analyst #Risk Analyst #Quantitive Risk Analyst

Position Overview

Responsibilities:

• Customize Agam’s proprietary platform to properly model unique products offered by a client company.
• Develop unique asset pricing models to evaluate the complex cash flows from new asset classes.
• Perform clear and concise risk analysis (both BAU, stress testing and ad-hoc deep dive) to assess the performance of different asset allocation/ insurance strategies.
• Coordinate with other internal teams to validate any new functionality of the platform.
• Support independent model validation effort.
• Establish and standardize data transfer process between client company and Agam.
• Perform other tasks related to new deal evaluation.

Qualifications:

• B Tech /Masters/PhD in Engineering, Maths, Statistics, Actuarial or any other quantitative field from Tier I colleges (IIT, IIIT, NIT, IISc, IISER, NISER, BITS, Top colleges etc)
• 2 - 4 years analytical or quantitative role in financial services industry.
• Proficiency in quantitative techniques, statistical analysis, programming languages, C++/C# or Python programming
• Working knowledge in in derivative modelling, interest rate risk, funding liquidity risk, and liability modelling, including ALM methodologies
• Ability to work well within a team structure in fast paced environments.

· Effective time management and project management skills.

• Familiarity with regulatory guidelines (e.g., SR 11-7, SR 15-18, SR 17-3, Basel III) is a plus.

About Agam

Agam was founded in 2016. The vision is based on the development of an independent model built from first principles enabling Agam to identify solutions to optimize insurer's balance sheets. Technology lies at the core of this approach with the differentiated pALM (proprietary Asset-Liability Model) platform powering the analytical process.

Agam has a well-established analytical process across the entire suite of life and retirement products. pALM, our highly scalable proprietary technology platform applies machine learning, predictive analytics, and cloud computing to evaluate and assess complex insurance liabilities. Agam’s consulting and advisory services are tailored to meet unique needs of each client. Agam specializes in identifying multi-dimensioned approaches towards capital and balance sheet optimization.