Group Strategic Analytics : 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 we'll as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
What we'll offer you
As part of our flexible scheme, here are just some of the benefits that you'll enjoy
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
Valuation Control Strats:
The candidate is required to work in collaboration with London/New York/Berlin team on various quantitative and regulatory driven projects. 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 programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate work effectively with various stakeholders spread across globe.
ROLE RESPONSIBILITIES
Development of complex processes, framework or risk analysis as we'll as 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 and design tables and databases required for the storage of the data
Develop applications/libraries for the implementation of the solution
Remediation of regulatory as we'll 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 with external stakeholders, challenge the business within assigned areas when required Quality assurance (eg 4 eyes principle reviews)
Education/ Qualifications:
Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India eg IIT, NIT, ISI , BITS etc
Good knowledge of financial instruments and markets across all asset classes
Knowledge of financial pricing models, risk models would be desirable
Certification courses like CFA/FRM/CQF
Competencies:
Programming Skills -
At least 2 years hands on experience in Python programming
Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure - stacks, queue)
Experience in pulling data from various Market data sources.
Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team
Strong communication skills and presentation ability with attention to detail
Good problem solving instincts and strong analytical skills
Personal characteristics:
Ability to work independently as we'll as flexibly within intra or inter-departmental groups
Continuous advancement of own skills and knowledge
Can-Do attitude & Able to cope we'll under pressure and tight deadlines
How we'll support you
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