VP - Quantitative Analyst - Location Strategy - ALM/QA Asset & Liability Management - Investment Bank

Opening for Location Strategy ALM - VP for IB based in Noida.

Job Title: Location Strategy - ALM VP

Location: Noida

This is a quantitative analyst role within QA Asset & Liability management with responsibility for:

- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury,

- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioral balances.

- Support quantification of funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile.

- Support model development for quantification of interest rate risk on the banking book.

What will you be doing ?

- Deliver high quality documentation and presentations to support and maintain model and library use.

- Facilitate and challenge discussion of modelling options with senior model owners.

- Assist with development of statistical models for projection of Barclays- balance sheet under different macro-economic scenarios

What we- re looking for - 

- Post graduate degree in a quantitative discipline with a statistics component, preferably to PhD level.

- Strong industry experience in quantitative finance.

- Strong understanding of statistical and econometric modelling techniques - e.g. time series analysis, regression models and various estimation techniques.

- Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model delivery.

- Proficient in Python (preferred) or R.

Skills that will help you in the role:

- Strong experience in designing and developing statistical and econometric models.

- Experience in analysing large volumes of data including cleaning and subsequent pattern identification and clustering.

- Knowledge of EAD, PPNR and stress testing modelling.

- Knowledge of relevant regulatory guidelines for CCAR, IFRS9 and IRRBB.

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail 

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Tejashree Waradkar
Recruitment Consultant @ Black Turtle
B-208, Kailash Business Park, Next to Parksite, Vikhroli (West), Mumbai 400079,India
Dir: +9122 66848569 / Mobile Number - 8454843560