Responsibilities*
- Design, implement, and enhance quantitative models (including risk, statistical, and machine learning models) to support balance sheet management decisions
- Conduct research and analytics on balance sheet-related topics, including asset and liability management, funding strategies, and risk management
- Collaborate with internal stakeholders, including trading desk, finance, and risk management teams, to ensure alignment and effective implementation of balance sheet management strategies
- Develop and maintain automated processes and procedures to ensure efficient and effective balance sheet management
Requirements*
Education*CA/MBA
Certifications If Any - CFA/FRM
8 to 12 years
Foundational skills*
- Advanced degree in quantitative finance, engineering, or a related field, or equivalent work experience
- 8+ years of experience in financial analysis, trading, or risk management, with a focus on balance sheet management
- Programming skills in Python or other object-oriented programming languages, with experience in modeling and data analysis
- Understanding of financial markets, liquidity, and risk management concepts
- Strong critical thinking, attention to detail, analytical, and problem-solving skills
Desired skills*
- Advanced programming skills, including deep knowledge of Python or C/C++, familiarity with data structures and standard algorithms, and design patterns
- Experience with derivatives ( OTC or listed), as well as other financial instruments
- Solid foundation in statistics and machine learning, with experience in applying these concepts to balance sheet management or risk management problems
Work Timings*12:30 PM to 9:30 PM
Mumbai/Gurgaon