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16/03 Kanchan
HR Consultant at Black Turtle

Views:705 Applications:167 Rec. Actions:Recruiter Actions:35

Quantitative Analyst - Bank - IIT (0-2 yrs)

Mumbai Job Code: 903617

Hiring IIT Freshers - MNC Bank - Quantitative Analyst - Mumbai


- To build and maintain the QPS datasets and provide quantitative analysis support to senior QPS Analysts in Mumbai/New York

- Assist the senior analyst in maintaining production datasets used in daily and monthly production of proprietary liquidity metrics: LCS- (Liquidity Cost Scores).

- Monitor the daily LCS- automation, handling exceptions and act as a back-up for internal data requirements.

- Support team research, improve and maintain existing automation codes. The role will eventually evolve in conducting quantitative analysis on model related issues, actively contribute to model development & maintenance of various asset classes.

Key Accountabilities :

- Collect insights and data from SQL data infrastructure to support adhoc research projects, monitor QPS automation jobs investigate and escalate to IT in case of job failures.

- The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.

- IT teams: We work with research IT teams in order to support the production and be able to rollout in a timely fashion on our new fixes.

- Assist the senior QPS Analytics members in coding exercises, model related issues and empirical research

- Other QPS members: We are currently working on a cross-asset research support. As part of this effort, the successful candidate will work with other QPS members to conduct exploratory data analysis where needed.

Stakeholder Management and Leadership:

- This position sits within the Global Research function providing support to QPS Analytics research and production activities.

- Decision-making and Problem Solving

- This hands-on role requires strong analytic skills to be able to understand and support model implementation and tools. The role requires good judgement in dealing both with short-term and longer-term projects with direct impact on the QPS data products and a strong drive to develop an in-depth understanding of QPS processes.

- Risk and Control Objective [This section is mandatory for all role profiles and must not be deleted]

- Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Policies and Policy Standards.

Person Specification:

Personal attributes essential to performing role including competencies, expertise, knowledge, and experience. Note: experience requirements must not be in the form of years (minimum or otherwise).

Essential Skills/Basic Qualifications:

- MBA / CFA / Master's or B.Tech degree in Computer Science, Electrical, Engineering Physics, Chemical Engg, Mechanical from IIT/Tier 1 Colleges

- Fixed Income knowledge will be a plus with a specific focus on corporate bond market

- Experience in building algorithms, statistical or mathematical modeling will be a plus

- 0-2 years of hands on experience in coding using SAS, R and Python numpy, pandas

- 0-2 years of experience in a financial institution or firm, in a quantitative area

- Modeling data is part of the daily work, knowledge in statistics is mandatory

- Strong quantitative finance background plus coding enthusiast highly desirable

Desirable skills/Preferred Qualifications:

- Strong logical thinking, problem solving, mathematical and programming skills (Python, SAS or similar)

- Extract and analyze data from large bond datasets

- Able to work effectively in a fast-paced and demanding environment

- Excellent verbal and written communication. Ability to write effective, high-quality emails and documents

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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