Overview
Python coding, OOPS Language concept sql knowledge
Financial product/Asset class experience
Maths/Stats/Engg background-Tier1 Tier 2
Debt/Bonds/Equity/FX commodity/options
Stakeholder mgt/ Models knowledge
Data pulling from market data sources
Your key responsibilities:
– Work on automation and optimization of valuation control process
– Build quantitative solution and methodology around reserves, prudent valuation.
– Develop, Implement, enhance and maintain existing framework to measure valuation risk across the bank
– Understand and decipher business problem to convert into manageable smaller problem statements
– Coordinate and gather information from various stakeholders for deeper understanding of the business
– Design automated solutions which are optimized and scalable
– Develop libraries in Python to provide solutions to the business
– Remediation of regulatory as well as external and internal findings against the valuation control business
Your skills and experience:
– A strong, relevant background and 7+ years of comparable experience.
– Strong analytical skills demonstrated by a background in MFE/MBA in Finance /Engineering / Mathematics / Quantitative Statistics background from top colleges
– Industry 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 and critical thinking skills with ability to cope well under pressure and tight timelines
– A track record of working in Projects and supporting Production environment simultaneously
– Certification such as FRM or CFA or CQF is preferred