Analyst - Surveillance Analytics

Department Summary:

The Surveillance analytics group, CSSG, within Global Compliance is responsible for helping the firm to manage its reputational and regulatory risk via quantitative modeling. This includes projects such as:

- Designing and developing complex, profile based, surveillances with a strong emphasis on analytical models

- Developing quantitative solutions for key risks for compliance divisions across the firm (Global Surveillance, Securities division, Investment Banking, Merchant Banking, Asset Management , and Investment Research )

- Leading global compliance initiatives focused on business process restructuring

The group works closely with Compliance Senior Management, Compliance Officers, Business and Technology organizations to define, prioritize and lead various initiatives. Some of the key concepts which the team is and has been working on involve:

­ Internal/external transaction analysis

­ Market Manipulation scenarios

­ Transaction analysis, Profit calculations

­ Risk scoring systems

­ Text analytics

­ Relationship Modeling

­ Behavior Modeling

­ Abnormal return analysis

­ Performance analysis, contribution analysis

Summary of the Role:

The role involves application of quantitative and financial engineering concepts to surveillance design, in strengthening the existing compliance framework. It would require, regularly performing analysis of large data sets and application of statistical techniques in behavior modeling and classification.

The role is based in Bangalore, India and the candidate would be integrating closely with the New York team to ensure

- Effectively understanding compliance key-risks from compliance officers

- Identifying potential gaps and additional compliance risk scenarios

- Analyzing and developing quantitative solutions

- Defining criteria for technology automation with detailed specifications.

Basic Qualifications:

- Masters degree in Finance with engineering background or a Masters in Quantitative Finance. Alternately, s/he may be a CFA holder with engineering background and relevant work experience

- Expertise in statistics and quantitative analysis

- Ideal candidate to have exposure to quantitative concepts in any/multiple of the below

- Quantitative risk management and portfolio theory

- Econometric modeling and financial analysis

- Knowledge of the financial industry, specially products in equity, fixed income, credit derivatives, and structured products

- Comfortable with coding and use of statistical software packages

- Ability to analyze and work with large data sets

Preferred Qualifications:

- Experience working as part of a global team

- Ability to work well in a multi tasking environment and deliver under pressure

- Ability to communicate effectively with management (verbal and written)

- Outstanding client service experience

If interested please send your updated resume on neha.gaurav@peepalconsulting.com