AVP - Risk Management - BFS

The Opportunity:

- Development of Client Value framework, analytics and visualization tools to generate insights and metrics on client behavior for flow credit bonds. The role would demand fair degree of analytical, quantitative and programming ability along with a flair to prototype solutions and deploy the same. Specific responsibilities include:

- Perform post trade-analytics on incoming data (in KDB) for various client categories

- Develop, analyze and test CV framework in KDB+/Q

- Develop specific insights on trading profile/P&L/risk/wallet share etc. client-wise

- Responsible for developing and maintaining reports covering key client metrics for Management/Trading/Sales forums

- Develop appropriate metrics/alerts for monitoring purposes

- Assessing market impact on client behavior and highlight changes if any

What you'll do:

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

- The role will be located in Bangalore

- The role holder will work in collaboration with e-trading and other quant teams.

- Management of Risk (Operational Risk / FIM requirements)

- The jobholder will also adhere to and be able to demonstrate adherence to internal controls. This will be achieved by adherence to all relevant procedures, keeping appropriate records and, where appropriate, by the timely implementation of internal and external audit points, including issues raised by external regulators

- The jobholder will adhere to all relevant processes/procedures.

- Also and when applicable, by ensuring adequate resources are in place and training is provided, fostering a compliance culture and optimizing relations with 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.

- Observation of Internal Controls (Compliance Policy / FIM requirements)

Qualifications:

To be successful in this role, you should meet the following requirements:

An ideal candidate would be a motivated individual with a technical background ( Science/Tech/Mathematics undergraduate degree from one of the premier colleges) possessing the following skillsets:

- Strong programming skills in (Python/R/Q-KDB) required to developed analytics

- Programming experience on one of the core languages is desirable (Java/Scala/C++)

- Prior knowledge of one of the visualization frameworks would be useful (Datawatch/Tableau/JS/Bokeh/Dash etc.)

- Excellent verbal and written communication skills with strong analytical skills.

- Attention to detail and ability to ensure that information is captured in a timely manner

- Proven ability to prioritise workload effectively in line with business priorities

- Aptitude to pick up new programming languages/frameworks with relative ease