QR Markets Capital Associate

Opportunity
We are looking for experienced candidates to join our team in India (Mumbai/Bangalore). As a Quant Modelling team member in QR Markets Capital (QRMC), you will play a pivotal role by developing and implementing the next generation of risk analytics models and platform. The QRMC team's mission is to build the models and infrastructure used for active risk management by front office as well as Market Risk organization. These are simulation models like Value-at-Risk, Issuer risk, regulatory models like Basel-III,
FRTB, CCAR and stress testing models.

The QRMC team in India will therefore play a critical role by either leading or actively participating in the activities of QRMC group globally. We also work on development of
analytical tools and utilities for the risk models to support active risk management. In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

We make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.

If you are passionate, curious and ready to make an impact, we are looking for you.

Your Impact
You'll contribute to the firm's product innovation, effective risk management, financial risk controls. Specially, you'll have the chance to:

. Work on the implementation of the next generation of Market Risk analytics platform
. Assess model performance, perform back testing analysis and P&L attribution
. Improve performance and scalability of analytics algorithms
. Develop and enhance mathematical models for VaR/Stress/FRTB
. Developed analytical tools/models to detect anomalies in large datasets and deliver automated,
actionable explanations for changes in Risk, Capital, and P&L
. Assess the appropriateness of quantitative models and their limitations, identifying and
monitoring the associated model risk
. Design efficient numerical algorithms and implementing high performance computing solutions
. Design and develop software frameworks for analytics and their delivery to systems and
applications.

About You

. Advanced degree (PhD, MSc, B.Tech or equivalent) in Engineering, Mathematics, Physics, Computer
Science, etc.
. You bring expertise in Python and/or C++/or any other OOPS language
. You demonstrate proficiency in data structures, standard algorithms and object oriented design
. You understand the different types of risk and you can discuss in detailed ways of managing these risks
. You have basic understanding of product knowledge across a range of asset classes - Credit, Rates, Equities, Commodities, FX & SPG
. You're interested in applying agile development practices
. You demonstrate quantitative and problem-solving skills as well as research skills
. You understand basic mathematics such as statistics, probability theory
. You demonstrate good interpersonal and communication skills, ability to work in a group
. You're attentive to detail and easily adaptable

Desirables

. Experience applying statistical and/or machine learning techniques in the financial industry
. Knowledge of options pricing theory, trading algorithms or financial regulations
. Experience using multi-threading, GPU, MPI, grid, or other HPC technologies is a plus
. Excellent knowledge on data analysis tools in python like Pandas, Numpy, Scipy etc
. Knowledge of advanced mathematics such as stochastic calculus
. Knowledge of front end technologies like HTML, React and integration with large data sets.

Beyond that, we're interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.