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25/03 Shalu Gupta
Associate Consultant at Black Turtle

Views:18197 Applications:179 Rec. Actions:Recruiter Actions:32

AM/Manager - Investment Banking - Cash Equities Quant/MIS Pre-Trade (1-4 yrs)

Bangalore Job Code: 434867

Group Entity: Global Banking and Markets Role Profile

Role Title: Cash Equities Quant, MIS Pre-Trade

New or Existing Role- X New - Existing

Role Holder's Name ( for more than one, note - multiple- ) Current Global Career Band: 6-7

To be hired Proposed Global Career Band: 6-7

Line Manager's Name & Role Title (plus Functional reporting lines, if any)

Team lead

Business/Function & Location:

(Country/Department) Global Banking and Markets Service Centres, Bangalore

Role Purpose (overall high level summary of the role)

- Analysis of equity portfolio

- Backtest strategies to trade portfolio of stocks

Principal Accountabilities: Key activities and decision making areas Typical Targets and Measures

Impact on the Business/Function

- Quantitative analysis of equity portfolio risk and execution costs

- Develop pricing models for portfolio baskets

- Design dashboards to represent portfolio details and generate automated reports

- Backtest strategies to un-wind a portfolio of stocks

- Quick turnaround of quantitative analysis

- Develop new un-winding strategies

- Backtesting various strategies and presenting the results

- Positive feedback from the desk

Customers / Stakeholders

- Incorporating suggestions and resolving issues with the traders

- Positive feedback from the traders

- Successful deployment of our libraries

Leadership & Teamwork

- Assisting other members of the Cash Equities Quant team with technical issues

- Assisting IT with any integration issues they may have with using our libraries.

- Positive feedback

- Quicker turnaround for IT

Operational Effectiveness & Control

- Following the group procedures to release libraries

- Ownership of the release process and ability to roll back to a different version

Major Challenges (The challenges inherent in the role that require a continual test of the role holder's abilities)

- Analyis/Programming to a professional standard ensuring standard industry practices are followed.

- Rapid development and deployment of features/components to measure portfolio risk. Fix any issues with priority

Role Context (The environment and operating conditions of the role including the extent of guidance and authority)

Provide support functions for Sigma/Infrastructure including:

- Develop and maintain a framework for analyzing portfolio risk

- Assist IT to deploy the framework

- Develop novel pricing models and enhance risk tools

- Work with the KDB team for data requirements

- Development of visualization tools (datawatch) relevant to the needs of the desk/team

Management of Risk (Operational Risk / FIM requirements)

- Is aware of the Operational Risk scenario associated with the role and acts in a manner that takes account of operational risk considerations.

Observation of Internal Controls (Compliance Policy / FIM requirements)

- Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.

- Understands, follows and demonstrates compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved, specifically Internal Controls and any Compliance policy including, inter alia, the Group Compliance policy.

Role Dimensions (e.g. balance sheet size, lending/expenditure limits, size/volume of transactions, budget)

N/A

Headcount reporting to this role Direct: 0 Indirect: 0 Total: 0

Knowledge & Experience / Qualifications (For the role - not the role holder. Minimum requirements of the role.)

1. Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering

2. Experience in python, Java, C++ or other programming languages

3. Experience with databases - KDB, MongoDB

4. 1-3 years- experience working with financial data or tick data

5. Spreadsheet development experience (Excel and VBA)

Organisational Chart (Complete or insert organizational chart for the role here)

Approvals (provide name & date approval received):

LOCAL:

(All Bands) REGIONAL:

(Bands 3+) GROUP:

(Bands 1+)

Immediate Line Manager: Regional Business Head: Group Business Head:

Team lead

Business / Department Head: Regional HR / Reward Group Performance & Reward

Mahmoud Elarbi / Christopher Ulph

HR Business Partner:

Shalini Poddar

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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