Job Description: Job Title - Quantitative Strategist Analyst, AYST
Role Description:
The Quantitative Strategist (Quant Strat) is responsible for designing, developing and implementing through analytical (quantitative) and direct coding (e. g. via C++; Python or any other relevant application), quantitative strategic models, risk management (credit risk, ket risk, anti-financial crime etc. ) and pricing solutions to meet business & control needs and drive respective strategies or regulatory adherence. They use their domain knowledge and strong quantitative and coding expertise to contribute to the overall delivery of strategic initiatives within a business, control function, or a bank-wide program. A Quant Strat lead a specific work package/team, work independently, contribute to a specific part of a work package or be accountable for a wider program of work. The Quant Strat will work with stakeholders within the Quant Strat area as well as the overall program sponsor and various subject-matter experts across the bank.
What we ll offer you
As part of our flexible scheme, here are just some of the benefits that you ll enjoy
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit (gender neutral)
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
Your key responsibilities
- Independently vali mathematical, statistical, expert judgment and/or AI/ML models.
- Perform validation of the Ongoing Performance itoring metrics.
- Pro-actively assess the choice of the model with reference to the constraints at the data level.
- Assess the theoretical basis of the chosen model and its application to the modelled value.
- Assess the performance of the model against history and expected behaviour.
- Assess the on-going performance of the model, assuming it is an ongoing itoring or periodic evaluation.
- Assess the quality of the documentation and the quality of the model vis- -vis the minimum standards set forth by competent authorities.
- Set-up testing frames on analytical platforms like R, Python, C++ etc.
- Draft high quality validation reports as part of the validation exercise.
- Interact with senior stakeholders from business/infrastructure functions and the model developers.
Your skills and experience
- Post-graduate degree in banking, finance, economics, mathematics, accounting, engineering or business administration.
- Understanding of Risk (Credit and Operational) and overall Risk Framework in a financial institution.
- Knowledge of the workings of OTC derivative products (Rates, Credit, Equity, FX, Commodities) and kets.
- Strong analytical skills, knowledge of financial kets and economic/industry trends
- Knowledge of financial ratios, financial statement analysis, cash flow projections or project finance
- Excellent communication skills - ability to articulate technical and financial topics with global stakeholders
- A reliable team player with the motivation to work in a dynamic, international and diverse environment.
- A committed and motivated individual for self-development and growth
- Keen interest in various risk frameworks and how they are interconnected for bank s capital
- Basic experience in using large datasets and excellent in MS Office (including Access, Excel, PowerPoint and Word knowledge); other IT skillsets like VBA, Python are useful
- Able to multi-task and deliver under tight deadlines
How we ll support you
- Training and development to help you excel in your career
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
