Assistant Vice President - Quant/Python

- 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