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SPG Model & Model Analysis - VP

Mumbai, India | Global Securities, Investment and Retail Banking Firm

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Risk Management
  • Experience:
Job Description:
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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

Requirements:

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.

Essential skills:

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


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