Controllers-Bengaluru-Vice President-Quantitative Engineering

Controllers Strats is a multidisciplinary group of quantitative experts within the controllers division, that help ensure the firm meets all of its financial control and reporting obligations. Working in small and nimble teams, we build critical and complex quantitative solutions across multiple areas:

• Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments.
• Revenue analysis and modelling that governs new activity review, valuation adjustments and analytics for sign-off of daily P&L for all market making desks.
• Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape.

Why join the team

• Gain exposure to quantitative models that span over multiple disciplines including statistics, data analytics, machine learning, stochastic calculus, convex optimization.
• Tackle quantitative problems like modeling risks for derivatives and large scale optimization problems.
• Apply machine learning and data science skills in finance.
• Understand regulatory frameworks and manage capital resources using quantitative skills.
• Autonomy: Engage with business users and engineers to propose tailored solutions.

Responsibilities

• Build and own models in the key focus areas highlighted above which are Independent Price Verification, Regulatory Capital and Revenue.
• Work in a dynamic, fast-paced environment that provides exposure to all verticals of the firm's business.
• Build strong relationships with business partners and senior stakeholders.
• Ensure firm's compliance with critical regulatory requirements.
• Identify opportunities for cross-divisional collaboration and reuse of common solutions
• Provide technical and functional guidance and leadership to junior members.[ only for VP / associate ]

Qualifications

• PhD, Master's or bachelor's degree in a quantitative field such as mathematics, physics, statistics or engineering.
• Experience in financial modeling
• Excellent command of mathematics, modeling and numerical algorithms.Exposure to machine learning and data science skills, and applications in finance is a plus.
• Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C++
• Excellent communication skills including experience speaking to technical and business audiences and working globally.
• Ability to multi-task and prioritize work effectively.