We are seeking a Group Strategic Analytics β Quantitative Strategist - Market & Valuation Risk Strats β Associate to join our team in Mumbai, India. The successful candidate will be responsible for running production processes, controls, and metrics to ensure completeness, accuracy, and timeliness. They will also investigate significant variances, prepare reports, and provide analytical support to risk managers and front office strategies.
Requirements
- 5+ years of experience working in an international Bank or comparable experience
- Strong analytical skills with a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics
- Good product knowledge of derivatives and pricing in at least one asset class β Equity, Credit, Rates, FX, Commodities or in Counterparty Credit risk
- Experience in valuation models and pricing techniques
- Market risk, Middle office, Valuations or Product control background with relevant subject matter expertise in one of the three disciplines
- Understanding of various functions: IPV, FVA, Pruval, Levelling & Day1 or FRTB regulations, or experience in other Market Risk Regulatory areas
Benefits
- 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