Job Description
Key Responsibilities:
- Responsible to perform complex analytics support for valuations , FO risk and market risk
- Support to enhance quantitative models in areas in regulatory space like FRTB and in credit flow and structured space
- Collaborate closely with the following stakeholders for collaborative efforts and collective success.
- Work with Global Credit Technology and BA teams(Quant Analysis Global team) to refine and translate the requirements into initiatives, ensuring alignment with strategic objectives.
- Work with Business COO and Market Risk COOs to gather, document, and translate requirements and provide program deliverables.
- Work with Technology teams Quant Analytics , Risk Batch , Regulatory Dev) to Translate the business requirements into deliverables for the PI planning.
- Work with Quants and research teams to validate, implement the pricing , analytics and market making models ,
- Work with Quants to help and conduct back-testing, and validate regulatory distributions in CRMIRC , IDR and FRTB.
- Work with Data Engineering Team to help on connectivity and ingest data from various trading venues.
- Work with enterprise team on sensitivities modelling for FRTB and other Regulatory priorities
Requirements:
Education- BE/ BTECH
Certifications is any- CFA/ FRM
Experience Range- 13- 16 years
Foundational skills
- The candidate is expected to have strong domain knowledge of fixed income products; examples include but not limited to Credit products, rates products.
- Develop strong relationships with the Quant and Financial Engineering teams to resolve pricing related issues.
- Responsible for troubleshooting and resolving complex issues by coordinating with dev team to improve overall production stability.
- Strong problem solving ability & excellent communication skills.
- A team player who can collaborate with all stakeholders with strong interpersonal skills. The ability or potential to multitask and prioritize.
Desired skills
Certifications like FRM , CFA , CQF with demonstrated knowledge of quantitative models is a preference.
Knowledge of SQL and ETL tools like Power BI / Power Query or BI tools like 3Forge preferrable
Location- Chennai / Mumbai
Timings- 11:00 - 8:00 PM