Brickendon Consulting
Location
Bangalore | India
Job description
Brickendon Consulting is looking for dynamic and talented individuals to join our team. If you thrive in a fast-paced environment, have a passion for problem-solving, and enjoy working with cutting-edge technology, then we would like to hear from you. With opportunities for career growth and a supportive team environment, Brickendon Consulting is the perfect place to further your career!
This role is for PC Global Analytics, within the XVA (Credit, Debit and Funding Adjustments) work-stream and will report into the Analytics Lead. The individual will be working on maintaining, implementing and developing quantitative methodologies for fair value and prudent valuation, as well as delivering projects on behalf of PC Analytics. PC Global Analytics aims to ensure that derivatives pricings are at market standards and compliant with regulatory rules. It develops a robust framework built on C++ and Python languages to distribute its quantitative solutions to all 40 Global Markets locations. Key Responsibilities: Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space. Contribution to the Analytics Python and C++ libraries Participate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables. Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements. PC senior management, Project Sponsors, Project Managers, GB&M business and Management Office, banking regulators. Work with other areas within PC Analytics, Finance IT, Product Control, Group Finance, Liaise and work together with key stakeholders. Establish close links with Product Control, Market Risk and the Business and Independent Model Review. Assist in addressing regulatory driven initiatives and change. Close working contact with senior managers (from the Business, Product Control and Market Risk). Maintenance of excellent relationships with internal clients and external auditors / regulators. Complexity of markets and products make this a challenging and interesting role. Understand and ensure compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the areas in which you are involved specifically Internal. Controls and any Compliance policy including, inter alia, the Group Compliance policy Ensure that there is full compliance with the Global Markets FIM Key Requirements: Master's or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering) Strong analytical and problem-solving skills Familiarity with Valuation Adjustments (XVA), Funding and Liquidity Knowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards, options) Python proficiency, familiarity with SQL and source control Familiarity with C++ is an advantage. Excellent communication skills (both written and verbal) Attention to detail and consideration of timelines. 4-8 years of relevant working experience Don't miss out on this chance to advance your career with Brickendon Consulting. Apply now!Job tags
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