Quantitative Finance Role - BFSI

- Model development, maintenance and enhancement

- Financial models used to price loans, bonds and other bespoke products relevant to are owned by risk strats

- Strats responsible for upgrading existing models, to better comply with validation requirements

- Strats work with risk managers to assist in guiding business on how best to book new trades - choice of model, choice of features given deal economics

- Business selection

- Maintain/enhance the Return on Attributed Equity (ROAE) modelling framework used for business selection

- Understand and model revenue and capital implications of deals

- Reporting risk

- Calculating and reporting risk metrics to management - backward and forward looking views

- Creating/maintaining existing automated risk infrastructure used for daily/weekly/monthly risk reports

- Understand and explain changes in risk as requested by risk managers within market risk managers

- Support businesses with their risk related needs

- Provide data analytics, model generation as requested by risk managers

- Support desks like CLO (warehousing), CRE (real estate)

- Support regulatory requirements

- Design and report PnL and balance sheet for FED and other regulators

- Provide budgetary and league table support to Management/Strategy teams