Description
We are seeking a Group Strategic Analytics - Quantitative Strategist – Valuation Control, AVP to join our team in Mumbai, India.
The Valuation Control (VC) Strats team, part of Group Strategic Analytics (GSA), plays a key role in supporting the bank’s Valuation Control (VC) function which is responsible for the independent valuation of the bank’s fair value balance sheet.
The successful candidate will collaborate with Valuation Control managers and Front Office quantitative teams globally to design and deliver technology solutions that enhance valuation processes and methodologies across internal and regulatory-driven projects.
Key Responsibilities:
- Automate and improve valuation-control processes.
- Translate reserves and prudent-valuation methodologies into reusable production components.
- Design, test, implement, deploy, document, monitor, enhance, and maintain resilient frameworks in production environment that measure valuation risk across the bank.
- Turn complex business problems into clear quantitative and technical requirements.
- Work with global stakeholders to validate requirements, assumptions, interfaces, and acceptance criteria.
- Deliver reliable and scalable production solutions.
- Build reusable Python libraries and APIs with documentation, automated tests, and appropriate controls.
- Resolve regulatory, audit, and internal findings through root-cause analysis and sustainable technical controls.
Requirements:
- Relevant experience in quantitative software development, financial engineering, pricing, risk, or valuation: 7+ years.
- Strong analytical skills demonstrated by a background in MFE / Engineering / Mathematics / Quantitative Statistics.
- 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.
- Excellent communication skills and attention to detail.
- Strong analytical, problem-solving instincts, and critical thinking skills.
- A track record of working in Projects and supporting Production environment simultaneously.
- Certification such as FRM or CFA or CQF is preferred.
What We Offer:
- Best-in-class leave policy.
- Gender-neutral parental leaves.
- 100% reimbursement under childcare assistance benefit (gender-neutral).
- Sponsorship for industry-relevant certifications and education.
- Employee Assistance Program for you and your family members.
- Comprehensive Hospitalization Insurance for you and your dependents.
- Accident and Term Life Insurance.
- Complementary Health screening for 35 yrs. and above.