Group Strategic Analytics – Quantitative Strategist – Valuation Control, VP

Overview

Join the Valuation Control (VC) Strats team within Group Strategic Analytics to build Python-based libraries, APIs and automated solutions that support the bank's independent valuation of its Fair Value balance sheet.

What you'll do

• Build libraries and develop automated and analytical solutions supporting Valuation Control activities such as Market Data Submission to Totem, Independent Price Validation, Prudential Valuation and Levelling.
• Collaborate with global stakeholders to validate requirements, assumptions, interfaces and acceptance criteria.
• Translate business and quantitative requirements into reusable and scalable production components.
• Develop, design, implement and test underlying libraries and interfaces that are audit-compliant, dependable and resilient.
• Build Python libraries and APIs following the bank's standards for cyber-hygiene, coding, validation and testing, with documentation, automated tests and appropriate controls.
• Resolve regulatory, audit and internal findings through root-cause analysis and sustainable technical controls.
• Support proper documentation of the implemented methodologies.
• Facilitate and foster stakeholder relationships globally and locally, and be responsible for the development, support and motivation of the team.

What you'll need

• 8.5+ years of experience in quantitative software development, financial engineering, pricing, risk or valuation.
• Strong analytical skills with a background in MFE, Engineering, Mathematics or Quantitative Statistics from top colleges.
• Industry experience programming in Python, including programming concepts such as classes, pointers and data structures (stacks, queues).
• Good knowledge of derivatives products and pricing methodology in at least one asset class: Equity, Credit, Rates, FX or Commodities.
• Experience with valuation models and pricing techniques.
• Market risk, Middle Office or Valuations background with relevant subject matter expertise in one of these disciplines.
• Excellent communication skills and diligence.
• Strong analytical and critical thinking skills, with the ability to cope well under pressure and tight timelines.
• A history of working on projects while supporting production environments simultaneously.
• Proven ability to leverage AI tools to enhance productivity and optimise workflows, applying critical judgment to ensure responsible and ethical use of data and AI outputs.

Details

• Location: Mumbai, India.
• Title: Group Strategic Analytics – Quantitative Strategist – Valuation Control, VP.