Quantitative Analyst
- ThoughtFocus
- 3 - 8 years
- Bengaluru
- 9 months ago
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Job Description
Role & responsibilities
- Develop, support, and enhance statistical models to predict the risk of credit downgrade and default.
- Apply expertise in Fixed Income / Credit Risk, including Probability of Default (PD), Loss Given Default (LGD), and other credit risk measures.
- Analyse and interpret financial instruments, derivatives, and portfolio management principles to improve risk assessment.
- Utilize Python, SQL, and Excel to work on large datasets, extract insights, and automate data processing workflows.
- Develop automated processes and tools to improve efficiency and accuracy in data production and risk modelling.
- Lead Bottom-Up Data Production processes, ensuring effective planning, monitoring, and timely completion of deliverables.
- Collaborate with key stakeholders including Deal Teams, Execution, Technology, and Risk Reporting to enhance the Quant Credit Infrastructure.
- Utilize SQL to extract and manipulate data from large-scale databases, ensuring data integrity and accuracy.
- Manage and optimize project workflows using Asana/JIRA and other project management tools.
Preferred candidate profile
- 5+ years of experience in a project/process management team within the finance domain.
- Strong knowledge of corporate accounting concepts and financial reporting.
- Solid understanding of credit risk concepts and downgrade risk assessment.
- Advanced proficiency in Microsoft Office (Excel, PowerPoint); VBA is a plus.
- Proven ability to implement Spreading Policy in corporate financials, particularly in SIP and Direct Lending.
- Strong organizational and analytical problem-solving skills.
- High attention to detail and persistence in ensuring data quality.
- Ability to work autonomously with minimal supervision.
- Intermediate/Advanced SQL skills for database management and data extraction.
- Python proficiency for automation and model development.
- Experience in project management tools like Asana, JIRA.
- Strong academic background with a business-related degree (MBA preferred)
- CFA certification is a plus.
Job Classification
Industry: Investment Banking / Venture Capital / Private EquityFunctional Area / Department: BFSI, Investments & TradingRole Category: Investment Banking, Private Equity & VCRole: Investment Banking, Private Equity & VC - OtherEmployement Type: Full timeContact Details:
Company: ThoughtFocusLocation(s): Bengaluru
Keyskills: Quantitative Analysis Monte Carlo Market Risk Credit Risk VAR Model Validation Risk Modeling Model Development
ThoughtFocus
Capco, a Wipro company, is a global technology and management consultancy specializing in driving digital transformation in the financial services industry. With a growing client portfolio comprising of over 100 global organizations, Capco operates at the intersection of business and technology by c...
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