Solytics Partners - Lead Consultant/Associate Director - Fixed Income Risk/Quant

Education Qualification: Masters/Ph.D. in (Finance, Mathematics, Statistics, Financial Engineering, Economics, or other Quantitative disciplines). CQF/FRM would be a plus.

Job Description: Solytics is looking for a strong risk management professional with prior experience in supporting fixed income/credit desks.

Responsibilities

- Part of the risk management system team of fixed income desk.

- Work with traders, risk managers, and portfolio strategists to ensure the daily risk is delivered accurately and on time.

- Provide business analysis support to traders, risk managers, trading support personnel, and Finance. The tasks would include explaining Risk, P/L Explain, and GL numbers.

- Work with FO Quant, Risk Quant, model validation, and analytics developers to support new credit derivative products and model valuation. Perform reconciliation between the old model and enhanced model

- Participate in various retirement, business enablement, and regulator initiatives with business and technology teams.

- Assist business teams in system UAT planning and execution.

- Act as primary sign-off point, coordinate deployment and go-live plans with Tech & business partners

- Provide subject matter expertise and support business

- Deliver high-quality client services, including work products, within expected timeframe and budget

- Develop and maintain effective relationships with clients and team members

- Actively participate in large-scale client engagements/projects, meetings, PoC's, RFP's, etc.

Requirements

- 5+ years of experience in the high-pressure trading environment within banking. Ability to successfully lead and deliver complex/critical change the bank projects.

- Deep understanding of fixed income trading products such as bonds, credit derivatives, interest rate derivatives, Loans, and mortgage derivatives

- Sound understanding of finance and securities valuation (PnL and Greeks/risk calculation) of credit products

- Experience in valuing trades on Pricer and Excel with Quant library would be a plus.

- Experience in collaborating with business and trading desk/quant/risk managers

- Experience in Agile/Scrum Management and Agile Tools.

- Strong multi-tasking skills: Ability to execute multiple projects and tasks simultaneously

- Proficiency with SQL and Python.

- Effective communication skills: oral, written, listening, and presentation.

- Strong leadership and collaboration skills with the ability to execute the projects with teams sitting globally

- Strong skills in MS Office (PowerPoint, Excel, and Word)