Quantitative Strategist Specialist

Role Overview: You will be joining the Valuation Control (VC) Strats team as a Quantitative Strategist Specialist, AVP in Mumbai, India. This team plays a crucial role in supporting the bank's Valuation Control function by ensuring correct fair value reporting, appropriate reserving, and regulatory capital calculation for the bank's financial instruments. Your responsibilities will include collaborating with Valuation managers, FO Quant globally, enhancing valuation processes and methodologies, and driving various internal and regulatory-driven projects. You will need to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation processes. Your role will involve understanding business problems, gathering necessary information, and providing end-to-end optimized solutions using Python programming language. Effective communication skills will be essential for coordinating with stakeholders worldwide, fostering relationships, and leading the team's development and support. Key Responsibilities: - Work on automation and optimization of valuation control process - Build quantitative solutions and methodologies around reserves and prudent valuation - Develop, implement, enhance, and maintain existing framework to measure valuation risk across the bank - Understand and decipher business problems to convert them into manageable statements - Coordinate and gather information from various stakeholders for deeper business understanding - Design optimized and scalable automated solutions - Develop Python libraries to provide business solutions - Remediate regulatory, external, and internal findings against the valuation control business Qualifications Required: - 7+ years of experience in an international Bank or comparable environment - Strong analytical skills with a background in MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics - Good product knowledge of derivatives and pricing in at least one asset class (Equity, Credit, Rates, FX, Commodities) - Experience in valuation models and pricing techniques - Market risk, Middle office, Valuations background with expertise in one of the three disciplines - Proficiency in languages such as R/Python/SQL - Excellent communication, attention to detail, analytical, problem-solving, and critical thinking skills - Ability to work well under pressure and tight timelines - Track record of project work and supporting production environments simultaneously - Preferred certifications such as FRM, CFA, or CQF - Industry experience in programming in Python,