Website:
huntingcube.ai
Job details:
Job Description
Role Overview
The Quantitative Risk Associate will support market risk oversight for a quantitative FnO trading
fund. The role focuses on real-time portfolio risk monitoring, intraday limit enforcement, and
development of Python-based risk analytics in close collaboration with portfolio managers and
traders.
Key Responsibilities
- Monitor portfolio-level Greek exposures and enforce intraday risk limits
- Conduct drawdown, stress testing, VaR, and Expected Shortfall analysis
- Monitor volatility exposure, including skew and term-structure dynamics
- Develop and maintain Python-based risk analytics and reporting frameworks
- Support real-time risk monitoring and escalation during fast market conditions
- Incorporate liquidity and execution considerations into risk scenarios
- Account for NSE market structure, margining, and regulatory constraints
- Communicate risk insights clearly and challenge exposures when required
Required Skills
['Python']
Additional Information
Qualifications Required
- 5–7 years’ experience in quantitative market risk or options analytics
- Strong understanding of options pricing, Greeks, and portfolio risk
- Proficiency in Python for risk modeling and analysis
- Hands-on experience with VaR, stress testing, and scenario analysis
- Solid foundation in statistics and quantitative methods
- Bachelor’s or Master’s degree in a quantitative discipline
- Exposure to Derivatives and margining frameworks
- Experience working with large intraday datasets or real-time systems
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