Risk Quant - Fixed Income and Credit

About the role

CCaventus Asset Management is hiring a Risk Quant in Bengaluru, reporting to the Risk Management team. The role supports the risk team with quantitative and data analysis on the existing portfolio, new trades and instruments across all asset classes, cash and derivatives, with a focus on fixed income and credit (single-name and structured). It also involves supporting the front office and calculating risk capital.

Key responsibilities

• Analyse the portfolio, new trades and instruments across asset classes, cash and derivatives, with a focus on fixed income and credit
• Calculate risk capital for the business
• Provide quantitative insights on portfolio analysis, shock and scenario analysis, tail risks, concentration and leverage
• Prepare portfolio analysis and charts for ad-hoc and weekly presentations
• Learn annuity insurance structures and asset-liability management analytics
• Work with operations and technology to improve the analytical setup of the Aladdin portfolio management system

Required profile

• 8+ years of experience as a desk quant, PhD holder, or risk manager in a quantitative trading environment
• Closely familiar with fixed income, corporate and structured credit, and foreign exchange products
• Willingness to communicate and do ad-hoc work during parts of New York hours
• Good verbal and written communication, as most colleagues are based in the US and London
• Proactive attitude and willingness to take on tasks within the team

Required skills

• Strong bond math skills (duration, convexity, spread calculations, options)
• High familiarity with structured credit items such as tranches, diversity score, credit subordination, prepayments and CDR/CPR shocks
• Writing advanced Excel macros and coding
• Bloomberg is essential; familiarity with Aladdin is a plus