SPG Model & Model Analysis - VP
Mumbai, India | Global Securities, Investment and Retail Banking Firm
Job Description:68 people have viewed this job
Developing and delivering quantitative tools, and supporting analytics, explaining model & analytics behavior, carrying out scenario analyses
High performant implementation of models for the pricing and risk management of securitized products, including investigating improvements to existing models
Liaising with business functions as well as other quantitative research and control teams
Involvement in writing model documentation compliant with internal and regulatory standards
Collaboration working with model control teams to facilitate timely and efficient review and approval of models
The role requires the combination of very strong software development skills, a very structured mathematical approach to problem solving, business overview, and the ability to work in a dynamic environment. Prior knowledge of high performant C++ programming is a major plus, but not an absolute requirement. Excellent oral communication skills are required in our interaction with trading, technology, and control functions. Excellent written communication skills are also required for meeting the high standards of the model documentation. A strong interest in good software design principles is a requirement as well.
Strong software design and development skills, preferably with some C++ and Python knowledge and experience
An advanced degree in computer engineering, computer science, math, statistics, physics, financial engineering or other quantitative fields with strong programming expertise
Exceptional analytical, quantitative and problem-solving skills
Experience with data analysis and associated preparation techniques
Excellent written and oral communication and interpersonal skills
Knowledge of fixed income markets, in particular securitized products and models, is a plus, but is not a strict requirement.
Pro-active attitude. Should have a natural interest to learn about our business, models, and infrastructure.
Ability to work in a high-pressure environment
Attention to detail and focus on quality of deliverables