FX Risk Quant Role - BFSI

We have an urgent opening for FX Risk Quant for Bangalore based largest banking & financial organisation

Core responsibilities include :

- Develop, implement, maintain and support in-house algorithms designed to produce market and data analytics for both internal and external consumption.

- Work closely with quant colleagues in the business hubs to develop ideas for analytics and indices before owning the research and development process. Present results to the eRisk group on a regular basis.

- To get analytics in to production, regular interaction with the development team will be required to ensure implementation is in-line with specification. This aspect of work will touch both on the technical calculation of the analytics as well as their presentation within the customer facing UI.

- Initial work will be predominantly focused on Foreign Exchange data (eg. predicted volume distributions, positioning indices, moves around Economic events, trends in customer flow) with a view to expand to cross-asset relationships during later phases of work.

- Ensure adequate controls around data and processes in line with the bank's operational risk, regulatory, conduct and governance requirements. Create and maintain specification documents for analytics detailing data sources, calculation methodology and risk consideration.

Given the role, the candidate should have a rigorous academic background as a mathematician, scientist or engineer from a strong institution with experience writing code, preferably in either KDB (Q) / Python / Matlab.

Furnish following details in resume while applying :

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Handling a team of :

Tejashree Waradkar
Team Leader
Dir No: +91 22 66848548