Senior Quantitative Analyst - Risk Technology

ROLE OVERVIEW
We are looking for a Senior Quantitative Analyst with strong experience in market risk and credit risk modeling. The role requires a mathematically strong professional who can understand financial model inputs (market data), analyze anomalies, and clearly explain model outputs. This position works closely with quantitative managers and risk stakeholders and supports enterprise risk systems built on modern technology stacks.
KEY RESPONSIBILITIES
Analyze and support market risk and credit risk models
Understand and validate market data inputs and data anomalies
Interpret and explain risk model outputs and calculations
Support model validation, VaR, pricing, and risk analytics
Collaborate with quant managers, risk teams, and developers
Contribute to development and support of risk technology platforms

DOMAIN KNOWLEDGE (REQUIRED)
Nice to have: Market Risk Management, Market Risk Modelling, Trading Risk Management, Regulatory frameworks - Basel III

REQUIRED SKILLS
Strong quantitative and mathematical background
Experience in market risk / credit risk modeling or analytics
Hands-on experience with risk models and financial data
Proficiency in SQL and data analysis
Working experience with SAS or similar analytics tools
Strong communication skills to explain quantitative results

PREFERRED SKILLS
Working knowledge of C# / .NET
Exposure to VaR, pricing models, stress testing
Knowledge of Basel / regulatory risk frameworks
Experience in Treasury & Risk systems
Agile / Scrum experience

At Zensar, we're "experience-led everything". We are committed to conceptualizing, designing, engineering, marketing, and managing digital solutions and experiences for over 130 leading enterprises. We are a company driven by a bold purpose: Together, we shape experiences for better futures. Whether for our clients, our people, or the world around us, this belief powers everything we do. At the heart of our culture is ONE with Client - a set of four core values that reflect who we are and how we work: One Zensar, Nurturing, Empowering, and Client Focus.

Part of the $4.8 billion RPG Group, we're a community of 10,000+ innovators across 30+ global locations, including Milpitas, Seattle, Princeton, Cape Town, London, Zurich, Singapore, and Mexico City. Explore Life at Zensar and join us to Grow. Own. Achieve. Learn. to be the best version of yourself.

We believe the best work happens when individuality is celebrated, growth is encouraged, and well-being is prioritized. We are an equal employment opportunity (EEO) and affirmative action employer, committed to creating an inclusive workplace. All qualified applicants will be considered without regard to race, creed, color, ancestry, religion, sex, national origin, citizenship, age, sexual orientation, gender identity, disability, marital status, family medical leave status, or protected veteran status.

REQUIRED SKILLS
Strong quantitative and mathematical background
Experience in market risk / credit risk modeling or analytics
Hands-on experience with risk models and financial data
Proficiency in SQL and data analysis
Working experience with SAS or similar analytics tools
Strong communication skills to explain quantitative results

PREFERRED SKILLS
Working knowledge of C# / .NET
Exposure to VaR, pricing models, stress testing
Knowledge of Basel / regulatory risk frameworks
Experience in Treasury & Risk systems
Agile / Scrum experience

KEY RESPONSIBILITIES
Analyze and support market risk and credit risk models
Understand and validate market data inputs and data anomalies
Interpret and explain risk model outputs and calculations
Support model validation, VaR, pricing, and risk analytics
Collaborate with quant managers, risk teams, and developers
Contribute to development and support of risk technology platforms