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Clear Street Logo Clear Street · Finance

Quantitative Research Analyst

India, Bangalore · Job Posted December 07, 2025
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Job Description

Members of the Risk team are responsible for designing, implementing and monitoring the firm's margin/ leverage offering. We assess and manage the risk across multi-asset portfolios at the start of the day, intraday and end of the day. We work with large institutional clients including hedge funds, family offices and both traditional and alternative asset managers, sophisticated market makers as well as active trading and professional trading groups.

Job Responsibility

  • Perform complex risk analysis of multi-asset portfolios to assess market and liquidity risks
  • Become a SME in the start of day, intraday and end of day risk management platform and process
  • Validate and support daily risk management reports and margin calls
  • Explain margin methodologies and the risk management process on sales calls with prospective and existing clients
  • Work closely and effectively with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering teams on implementation and deployment of enhancements to margin methodology, process and policy as well as to enhance the existing risk management platforms and margin offering
  • Work in conjunction with Treasury team to access and monitor liquidity stresses
  • Collaborate with Quantitative teams in designing and implementing of stress based risk models
  • Analyze significant datasets, develop and leverage tools to automate workflows, synthesize reports to communicate with senior management, clients and regulator
  • Leverage information from a variety of sources, internal and external, to help shape future service offerings
  • Assist with training and knowledge transfer for other team members to help build a stronger group
  • Develop and assess risk management approaches for customer portfolios, including pricing and risk management models
  • Handle requests from senior leadership, clients and regulators

Requirements

  • At least 5 years of professional experience working in quantitative analytical roles, ideally in financial service markets
  • An advanced degree in quantitative finance, economics, statistics, applied mathematics, engineering or similar field
  • At least 3 years of professional experience and proficiency in scripting language, such as Python or R (at least one is required)
  • functional knowledge of SQL is beneficial
  • Outstanding quantitative skills
  • Some combination of Equities, Fixed Income, Swaps, Futures or Listed derivatives knowledge required
  • Demonstrated interest and knowledge of markets and ability to assess impact of macro trends on client portfolios
  • Excellent written, presentation and communication skills
  • Ability to balance multiple projects and deliverables simultaneously
  • Curiosity and strong problem-solving abilities
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