Job Location: Hyderabad/Secunderabad, Bangalore/Bengaluru
- A Senior QAS is an individual contributor role in the Capital Markets Track. This team deals with developing and validating mathematical models for pricing and hedging complex financial instruments. We use traditional and cutting-edge techniques in applied and computational mathematics to assess and validate models.
- A Senior QAS should have a deep academic knowledge, broad based approach to solve business problems. He/she should approach the problem agnostic of analytic technique, tool or process. Ability to think outside the box and provide ensemble solutions should set them apart to be a high performing team member
Essential Skills:
- 5-8 years of experience with minimum Masters/Phd in a quantitative field such as applied math, statistics, engineering, physics, or mathematical finance.
- Performing mathematical model validation using Python, C++, R, and SQL or other programming languages and mathematical/statistical packages
- Producing required documentation to substantiate model validation
- Analyzing processes and work flows to make recommendations for process improvement in various risk management and/or business areas as well as participating in and leading model risk projects.
Desired Skills:
- Strong mathematical, statistical, analytical and computational skills
- Strong communication skills for a variety of audiences (other technical staff, senior management and regulators) both verbally and in writing
- Capability to multi-task and finish work within strict timelines and provide timely requests for information and follow-up questions
- Ability to work independently on complex model validations from start to finish
- Able to demonstrate first-hand knowledge of advanced topics in various mathematical and numerical methods such as Monte Carlo, stochastic calculus, differential equations, linear algebra, applied probability, and statistics;
- Skill in managing relationships with key model stakeholders
- Eagerness to contribute collaboratively on projects and discussions
- Perpetual interest in learning something new, but being comfortable with not knowing the all the answers
- Attention to detail in both analytics and documentation
- Aptitude for synthesizing data to form a story and align information to contrast/compare to industry perspective
- Intellectually curious, who enjoy solving problems
- Excellent programing skills and use of software packages such as C++, Python, R, SAS and SQL
- Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
- Good interpersonal skills and ability to develop partnerships and collaborate with other business and functional areas
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