Associate

Company: Agam Capital
Job Title: Investment Risk - Quant | Associate / Senior Associate
Work Experience Required:
# Minimum 1.5 Years - Upto 4 Years, after Bachelors Degree
Education:
# BITS, IIT, Any Tier 1 college
# CFA, FRM is an advantage
Skillsets:
# Python, A.I., Finance, Critical thinking & Problem Solving, Stakeholder management, Mathematics (Algebra & Calculus)
Job Description:
# 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.
# Develop and maintain automated workflows for hedge effectiveness and risk analytics, integrating data validation and consistency checks to ensure accuracy
# Evaluate the P&L impact of liability hedge targets by analyzing BSCR charges, key-rate convexities, and rate movements to assess hedge performance and alignment with risk objectives.

Work arrangement
No