Role Purpose (overall high level summary of the role)
- Development and validation of new products to support complex new trades, in particular equity / rate hybrid derivatives
- Development of new models and validation of reserves methodologies,
- Participate in the implementation of the model governance framework
Principal Accountabilities:
Key activities and decision making areas
Impact on the Business
- Developing and enhancing the available products and models available to trade
- Enhance reserve methodologies
- Enhance model performance monitoring
Typical KPIs and Targets
- Timelycompletion of model development tasks with little or no bugs
- Positive feedback from the trading, structuring and valuation control desks
- Successful release of new models in quant libraries
- Positive feedback from Trading/Structuring/IT
- Successful integration of our libraries by IT
Customers/Stakeholders
- Users of Quant libraries, including IT.
- GBM Service Centre management in Bangalore
- Global Quant team and Equities management
- Internal Collaboration -Develops close and effective working relationships within respective Functions /Businesses
- Build agood relationship with the globalteam, to ensure communication lines are fluid.
If you find it is suitable then please send me your updated CV with below detail or provide me a reference .
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Reporting to :
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Handling a team of :
Tejashree Waradkar
Team Leader
Dir No: +91 22 66848548
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