Lead Quantitative Analytics Specialist

Overview

Lead Quantitative Analytics Specialist for model development and governance within the Retail Investing and Financial Advice Modeling (RIFAM) team, supporting Securities Based Lending (SBL) in Wealth and Investment Management.

What you'll do

• Lead complex initiatives for creation, implementation, documentation, validation, and defense of quantitative models.
• Monitor markets and forecast credit and operational risks.
• Develop and enhance model-based capabilities for setting lending and maintenance margins across financial products.
• Review and assess models from technical, audit, and market perspectives.
• Collaborate with regulators and auditors and present analysis results and strategies.
• Partner with business, risk management, model validation, audit, and technology teams to build and document analytical models.

What you'll need

• 5+ years of Quantitative Analytics experience.
• Bachelor's degree or higher in a quantitative discipline (e.g., mathematics, statistics, engineering, physics, economics, or computer science).
• Python / SQL / GitHub programming skills.
• Expertise desired in risk methodologies such as VaR, Expected Shortfall, stress testing, and scenario analysis.
• Experience modeling a broad range of financial products in both traditional and complex instruments is desired.
• Solid understanding of statistics and time series analysis.
• Experience with GitHub is stated as a must.

Details

• Location: Bengaluru, India.