Lead/Manager/VP - Quantitative Analytics - BFS/KPO/BPO

Lead / Manager(VP) Quantitative Analytics

Job Description:

- Market and Interest Rate Risk, Project Management, People Management, Financial Modelling, Interest Rate Pricing, Derivatives Valuation, Mortgage models, Back testing, Price valuation, Understanding/writing of Technical Documents, performance monitoring, Knowledge in financial products and market and/or counterparty risk.

- Develop/maintain process documentation and data dictionaries

- Participate in the discussion related to analytical strategies, modelling methods workflow, analysis and testing procedure and operation process

- Work with onshore on any results that do not meet expectations

- Programming skills using Python/SQL/Excel /C++/PowerBI/Tableau/GitHub

Essential qualifications/Market skill set -

- 12+ years of quantitative analytics programming experience, or equivalent demonstrated through one or a combination of the following: work experience, training, education

- Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics or computer science

Preferred Skills & Abilities -

- Leadership and project management experience

- Education/experience in quantitative areas

- Strong analytical skills with high attention to detail and accuracy

- Experience in quantitative computing systems and database development is preferred

- Knowledge in financial products and market and/or counterparty risk