Job Description
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, market 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 may 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 policyGender neutral parental leaves100% reimbursement under childcare assistance benefit (gender neutral)Sponsorship for Industry relevant certifications and educationEmployee Assistance Program for you and your family membersComprehensive Hospitalization Insurance for you and your dependentsAccident and Term life InsuranceComplementary Health screening for 35 yrs. and aboveYour key responsibilities
Independently validate mathematical, statistical, expert judgment and/or AI/ML models.Perform validation of the Ongoing Performance Monitoring 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 monitoring or periodic evaluation.Assess the quality of the documentation and the quality of the model vis-à-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 markets.Strong analytical skills, knowledge of financial markets and economic/industry trendsKnowledge of financial ratios, financial statement analysis, cash flow projections or project financeExcellent communication skills – ability to articulate technical and financial topics with global stakeholdersA reliable team player with the motivation to work in a dynamic, international and diverse environment.A committed and motivated individual for self-development and growthKeen interest in various risk frameworks and how they are interconnected for bank’s capitalBasic experience in using large datasets and excellent in MS Office (including Access, Excel, PowerPoint and Word knowledge); other IT skillsets like VBA, Python are usefulAble to multi-task and deliver under tight deadlinesHow we’ll support you
Training and development to help you excel in your careerCoaching and support from experts in your teamA culture of continuous learning to aid progressionA range of flexible benefits that you can tailor to suit your needs
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