Group Strategic Analytics – Quantitative Strategist – Valuation Control, AVP

Overview

Join the Valuation Control (VC) Strats team within Group Strategic Analytics to design, build and support production technology that automates valuation-control processes, reserves and prudent-valuation methodologies, working with VC managers and Front Office quantitative teams globally.

What you'll do

• Automate and improve valuation-control processes.
• Translate reserves and prudent-valuation methodologies into reusable production components.
• Design, test, implement, deploy, document, monitor, enhance and maintain resilient frameworks in production that measure valuation risk across the bank.
• Turn complex business problems into clear quantitative and technical requirements.
• Work with global stakeholders to validate requirements, assumptions, interfaces and acceptance criteria.
• Deliver reliable and scalable production solutions.
• Build reusable Python libraries and APIs with documentation, automated tests and appropriate controls.
• Resolve regulatory, audit and internal findings through root-cause analysis and sustainable technical controls.
• Facilitate and foster stakeholder relationships globally and within the local region.
• Be responsible for the development, support and motivation of the team.

What you'll need

• Relevant experience in quantitative software development, financial engineering, pricing, risk or valuation: 7+ years for AVP and 3+ years for Associate.
• Strong analytical skills demonstrated by a background in MFE / Engineering / Mathematics / Quantitative Statistics from top colleges.
• Industry experience in programming in Python and programming concepts (class, pointers, data structures – stacks, queue).
• Strong Python software-development expertise, including object-oriented design, data structures, testing, debugging, performance optimization, version control and development of maintainable production-grade code.
• Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX or Commodities.
• Experience in valuation models and pricing techniques.
• Market risk, Middle office or Valuations background with relevant subject matter expertise in one of the three disciplines.
• Excellent communication skills and attention to detail; able to communicate technical designs, implementation choices and delivery risks clearly to stakeholders across regions.
• Strong analytical, problem-solving and critical-thinking skills, with ability to cope well under pressure and tight timelines.
• A track record of working on projects and supporting production environments simultaneously.
• Proven ability to leverage AI tools to enhance productivity and optimise workflows to solve business problems, applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Nice to have

• Certification such as FRM, CFA or CQF.

Details

• Location: Mumbai, India.
• Position level: AVP.