Capital Market Analytics - Telecom - IIT/ISI/IIM/XLRI

We have an opportunity with one of the MNC and please find the details

Location: Bangalore

Analytics Offering: Capital Market Analytics

Service Line: Reporting and Modeling

OVERALL ROLES AND RESPONSIBILITIES

Analytics function overview: The analytics services in scope include financial data management and reference data management, risk analytics, pre and post trading analytics

Roles and Responsibilities summary:

- Help develop FS Analytics practice by means of active participation in solutioning, sales, asset development and delivery of existing and upcoming deals in Capital markets Analytics

- Help drive the analytics roadmap for the client's requirements over the duration of the engagement (once into delivery)

- Leading actual delivery - both team management and hands-on - walk the talk- is expected

- Provide data reporting, statistical analysis and predictive modeling services as part of the analytics offering - Historical trading records, reference data management, regulatory reporting, risk analytics, trading analytics

- As a people manager - build and develop analytics and modeling capabilities and business/industry knowledge in junior members of the team to help them grow in their careers

The candidate should be able to carry out the following analytics design activities:

Strong Functional knowledge around Trading fundamentals

Credit Risk (counterparty exposures and CVA to achieve Basel compliance)

Liquidity risk (Optimize capital and funding, analyze hedging strategies with efficiency and accuracy)

Fraud Analytics (Unauthorized/rogue trading, Market abuse, Anti-money laundering, Payments frauds, FATCA and customer due diligence

Regulatory and Compliance reporting/analytics

Capital planning and allocation, Scenario analysis

Model Class: Economic Capital, Stress Testing, Valuations, LGD

Risk Types: Interest Rate, FX, Counterparty Credit, Obligor Credit

Exposure to big data analytics is highly preferable - especially in areas of post trading analytics or risk reporting

The candidate should possess knowledge and have hands-on experience in the following statistical and analytical techniques:Statistical Analysis

- Cluster & Factor analysis

- Design of Experiments

- Conjoint Analysis

- Decision tree (CHAID/ CART Analysis)

- Logistic Regression

- Neural Network

The candidate should possess knowledge and have hands-on experience in the following tools and software:

Statistical Analysis

- SAS procedures: CLUSTER, FASTCLUS, FACTOR, PROC SQL and Data Steps etc

- Knowledge Seeker

Predictive Modeling

- PROC Logistic, PROC Means, Association rule

Experience of Big data technologies and analytics, and exposure to R and Tableau is highly preferable

The candidate should come with immense Capital Markets domain knowledge. S/he should have worked in this sector for more than 3-5 years with actual hands on Analytics experience. The candidate should also be keen on doing hands on work including reporting and predictive analytics.

The candidate should have the following soft-skills and/or other capabilities:

- Excellent communication skills

- People management skills - Strongly preferred

The candidate should have the following profile with respect to experience and maturity:

- Overall years of experience - 6-7

- Years of experience in analytics - 6-7

- Years of experience as people manager - 2-3

- Years of experience in Capital market Analytics- 3-5 years

The candidate should have the following profile with respect to education:

- Education background -

Graduation: Statistics, Engineering, Management

Specialization: Masters in Statistics, Operation Research, MBA, Tier 1/2 institutes (DSE, ISI, IITs, IIMs, XIMB, XLRI, etc.)