
TradeFinder Quant Analyst, AS
- Mumbai, Maharashtra
- Permanent
- Full-time
- Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions.
- The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
- The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.
- The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
- The candidate is required to work in collaboration with global teams on various quantitative and regulatory driven projects.
- The candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform.
- Implementation of the project needs to be done in Python and C++ programming language.
- The candidate should possess very good English communication skill to coordinate and communicate their work effectively with various stakeholders spread across globe.
- Development of complex processes and frameworks as well as risk analysis and improvements
- Implement, enhance and maintain existing framework to measure market risks across the bank
- Understand and decipher business problem to convert into manageable smaller problem statements
- Coordinate and gather information from various stakeholders for deeper understanding of the business
- Design an automated solution which is optimized and scalable
- Develop applications/libraries for the implementation of the solution
- Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks
- Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and stakeholders
- Quality assurance (e.g. 4 eyes principal reviews)
- Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT etc.
- Good knowledge of financial instruments and markets across all asset classes
- Knowledge of financial pricing models, risk models would be desirable
- Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc.) will be a plus
- Certification courses like CFA/FRM/CQF will have an edge
- Programming skills - at least 3 years of experience in Python/C++ programming with good knowledge of OOPs programming concepts
- Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation teams
- Strong communication skills and presentation ability with attention to detail
- Good problem-solving instincts and strong analytical skills
- Ability to work independently as well as flexibly within intra or inter-departmental groups
- Continuous advancement of own skills and knowledge
- Can-do attitude & able to cope well under pressure and tight deadlines
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs