Group Strategic Analytics – Quantitative Strategist – Valuation Control, AVP

This role is responsible for supporting the bank's Valuation Control function, which is responsible for the independent valuation of the bank's fair value balance sheet. The candidate will work with Valuation managers and drive enhancement in valuation processes and methodologies on various internal and regulatory driven projects.

Requirements

• 6+ years of comparable experience for AVP and 3+ years for Associate
• Strong analytical skills and background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics
• Experience in programming in Python and programming concepts ( Class, Pointers, Data structure – stacks, queue)
• Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities.
• Experience in valuation models and pricing techniques
• Market risk, Middle office, Valuations background with relevant subject matter expertise in one of the three disciplines
• Excellent communication skills and attention to detail
• Strong analytical, problem solving instincts and critical thinking skills with ability to cope well under pressure and tight timelines

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