Supervisor - Risk & Transparency
Location
Secunderabad | India
Job description
Description
Supervisor
Hyderabad
About Citco Citco is a global leader in fund services, corporate governance and related asset services with staff across 80 offices worldwide. With more than $1 trillion in assets under administration, we deliver end-to-end solutions and exceptional service to meet our clients' needs.
For more information about Citco, please visit
About The Team & Business Line Fund Administration is Citco's core business, and our alternative asset and accounting service is one of the industry's most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.
Risk and Transparency group at Citco is responsible for providing various Risk, Performance, and Transparency reporting for our clients globally leveraging our presence in Jersey City, Toronto, Dublin and India. Reporting provided to our clients includes exposure attribution, performance analytics, VaR, Scenario Analysis, Liquidity, multi-factor analysis and covers all asset classes. In addition, the group also provides regulatory and other standard reporting to our clients including AIFMD, Form PF, Solvency II and Open Protocol.
As a core member of our Risk and Transparency team, you will be working with some of the industry's most accomplished professionals to deliver award-winning services for complex fund structures that our clients can depend upon.
Your Role You will be responsible for
- Maintaining and enhancing current risk models for pricing, generating Greeks/sensitivities, scenario analysis, VAR and other risk measures attributed to various financial instruments. Large focus will be on OTC derivatives like IR Swaps, CDS, Options; various curve construction
- Maintaining and enhancing performance attribution models like Brinson Attribution, multi-factor attribution, alpha decomposition, various chain linking methods, etc.
- Designing and testing new analytical models for financial instruments not covered currently, hard to value derivatives
- Spec'ing out the requested changes to Risk infrastructure, work closely with IT to get them implemented
- Maintaining documentation for various parts of risk infrastructure
- Providing periodic tutorials to Risk team on our infrastructure, analytics, etc. so that global team can be more self-sufficient
- Working on projects for improving coverage of products, risk services as well as infrastructure
- Providing support for client and internal escalation queries where deep dive into internal models, analytics and systems is required
- Staying up to date with market developments, changes in standards for risk/performance analytics and make sure Citco Risk group stays ahead of the curve
About You - You have a Bachelor or Master level degree in Quantitative Finance, Engineering or other Analytical subjects. Additional qualifications like CFA or FRM or CQF is a plus
- 2-4 years of experience in Financial Services, preferably with exposure to Quantitative Modeling, Market Risk, Performance Analytics
- Financial Modeling, Mathematical and advanced Quantitative skills
- Understanding of basic algorithms, coding experience with Java, Python, C++, VBA or any other language is a plus
- Experience with Databases SQL, Oracle and working with large data sets
- Strong problem solving aptitude - proactively making sense of complex issues where ambiguity exists
- Attention to details, drive for results, self-starter - energetic and tenacious achievement orientation
Our Benefits
Your well being is of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location.
We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect.
Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection.
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