Quantitative Analytics Specialist - Model Developer/Market Risk/FRTB

Job Title - Quantitative Analytics Specialist

Location - Hyderabad/Bangalore

Years of Experience - 3 to 8 Years

Functional Responsibilities:

- Should have Experience in Model Development.

- Strong programming skills in Python(Mandatory)

- Market Risk experience.

- Identify abnormal rejections of the submission and look for opportunities to improve

- Month-end calibration of rates and commodity in-scope products to TOTEM market consensus

- Add products to submission and/or calibration for business growth, industry change, and regulatory mandate.

- Update current calculation/calibration templates according to WFC internal pricing change; update current calculation/calibration templates according to Totem service change; enhance calculation/calibration for better submission/calibration quality

Essential qualifications/ Market skill set:

- 3+ years of quantitative analytics 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

- Broad knowledge of financial markets and products.

- Solid understanding of derivatives valuation and numerical methods.

- Experience in rates and commodity derivatives pricing.

- Strong analytical skills with high attention to detail and accuracy