Quantitative Risk Mgmt Analyst - Financial Risk Developer

Overview

Quantitative Risk Management Officer in Model Risk Management, working with the Risk Data Analytics and Infrastructure team to build and enhance risk analytics systems, processes and reports that support the Enterprise Risk team at TIAA.

What you'll do

• Undertake reviews and analysis across the portfolio for Market Risk.
• Undertake development or validation of classic quantitative models (investment risk, VaR, product pricing, etc.).
• Perform market risk model management.
• Perform model development and validation.
• Perform model risk assessment and governance.
• Build and enhance risk analytics systems, processes and reports to support the Enterprise Risk team.

What you'll need

• Bachelor's in information technology or related fields.
• 3+ years of experience.
• Prior experience with Python to perform financial risk analysis and modeling.
• Prior experience and domain knowledge in Asset Management / Financial Risk Management.
• Deep understanding of financial products data (Equities, Fixed Income).
• Excellent verbal and written communication skills.

Nice to have

• 5+ years of experience.
• Experience in building various feeds to risk engines (MSCI Risk Manager, FactSet) using batch or service API.
• Experience with R.
• Experience with reporting or data visualization tools (Tableau or Power BI).
• Experience with RDBMS (Oracle, MS SQL, MySQL).

Details

• Location: Mumbai, India.
• Career level 7IC.
• Physical requirements: sedentary work.
• Collaborative in-office environment.