Quant credit analyst

JOB SUMMARY:

•Conduct performance attribution analysis for investment funds, identifying drivers of portfolio returns and evaluating the effectiveness of investment strategies.

•Develop and maintain quantitative models to measure and monitor portfolio risk exposure, including VaR (Value at Risk), stress testing, and scenario analysis.

•Collaborate with portfolio managers and investment teams to implement risk management strategies and optimize portfolio construction.

•Provide insightful recommendations to senior management based on quantitative analysis results and risk assessments.

•Utilize SQL to extract and manipulate data from large-scale databases, ensuring data integrity and accuracy for analysis purposes.

•Develop automated processes and tools using Python to streamline performance attribution workflows and enhance analytical capabilities.

EDUCATION, TRAINING AND EXPERIENCE :

Degree in MBA, M. Com or an equiva...