Quant Risk Analyst - Fixed Income & Credit

About the role

CCaventus Asset Management is hiring a Quant Risk professional in Bengaluru who reports to the Risk Management team. The role supports the risk team by running 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

• Analyze the portfolio, new trades and instruments quantitatively, covering fixed income and credit, and support the front office
• 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
• 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
• Willingness to communicate and do ad-hoc work during parts of New York hours
• Good verbal and written communication, proactive attitude, and familiarity with Bloomberg and Aladdin is a plus

Required skills

• Writing advanced Excel macros and coding
• Bond mathematics and structured credit analysis
• Bloomberg (essential) and Aladdin (a plus)