Pingal Technologies - Associate - Non Financial Risk Quant/Database Developer - Corporate & Investment Banking

Job title : NFR Quant/Database Developer

Corporate title : Associate

Division : Corporate and Investment Banking (CIB)

Location : Mumbai

Salary : Competitive

Overview :

Analytics and Technology are central to Markets Front Office business, not support functions. CIB Strats combine expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming.

In addition to Front Office pricing and risk management, the team will also look at Non-Financial Risk (NFR) and develop controls to ensure the CIB business is compliant with the regulatory landscape, as well as optimising core business processes.

The team implements solutions across all CIB businesses globally through collaboration with the Product Development Group, Group Technology & Operations (GTO), the Chief Operating Office (COO) and directly through Strat solutions.

The business is looking for someone to join the Quantitative Development team with a background in both Web and Database development.

Key Responsibilities :

- Defining and implementing solutions across the CIB business to automate effective business processes

- Develop new processes and controls to meet new and existing regulations

- Implement the new automated processes and controls either within, or through, enhancements to the bank's strategic infrastructure or through Strategic solutions. New processes and controls are to be fully automated and leverage the bank's strategic static, product, trade, market data and risk repositories.

- Understand and quantify the impact of regulations upon business activities and the Bank's pricing and risk methodologies.

- Work closely with multiple business functions including Product Development, Sales, Trading and GTO to implement infrastructure solutions aligned to the strategic analytics platform

- Driving forward the design of data modelling activities

- Developing solutions for sourcing, loading, managing data structures

Skills & Qualifications :

- Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment

- Experience in a front office quantitative function or related quantitative risk business

- Strong computing and programming skills and experience, utilising programming languages including C++, Python, SQL and Oracle

- Solid database development experience utilising PL/SQL procedures, functions, packages etc

- A good understanding of both Cash and Derivative products across either Equities, Fixed Income, Rates, Credit, FX, Hybrids, Commodities

- Experience working on large scale, distributed and scalable systems within an Agile environment

- Relevant education such as a BSc, MSc or PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications

- The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills

- A team player with strong interpersonal skills, leadership skills and multi-cultural understanding

- Able to multi-task different projects and prioritise against tight deadlines