Deputy Manager

• Work Experience in software development post B. Tech /B.E degree.
• Proficiency in programming (Python and VBA are a must, R or MATLAB will be an added advantage)
• Knowledge of Capital market, risk management fundamentals, derivatives pricing (e.g., options, swaps)
• Knowledge of Valuation models for fixed income and foreign currency products
• Knowledge of Statistics, data collection, analysis, interpretation and data presentation
• Ability to create test cases for System testing
• Work on optimization algorithms will be an advantage
• Ability to work independently on short term projects around analysis and research
• Ability to coordinate with multiple stakeholders, members, IT vendors and internal teams for facilitation of projects

Core Competencies :

Functional Competencies :

Job Purpose : Area of Operations : Development and enhancements of models to be used for valuation and margining in various segments of CCIL. Software Development and Testing
Key Responsibility : Design, implement, and validate risk models and apply statistical techniques for managing market and operational risk. a) Rigorous testing of the Risk Management software for valuation, margining, back-testing and stress testing. b) Systematic documentation of test conditions, test cases and findings. c) Writing and maintaining production-ready code in Python d) Automation using Python and integration with existing systems e) Developing and maintaining Excel/VBA and macros for quick prototyping and integrate with Python-based backends.