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.