High Salary Quantitative Analyst

3 weeks ago

Mumbai, India Elements HR Services Pvt Ltd Full time

Join us as a Quantitative Analyst AVP Treasury and Liquidity Risk at a leading UK Bank, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You’ll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences.

You will be responsible for developing best in class treasury and liquidity models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development, experience on coding languages like Python or R or C++, as well as job-specific skillsets.

To be a successful Quantitative Analyst AVP in Treasury and Liquid risk you should have experience with:

Treasury Models (Deterministic Model)

1 (A). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation.

Treasury Models (Statistical Model)

1(B). You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation

2.Hands on coding experience (as a full-stack developer / agile developer etc.

3.Preferable language is Python, C/C++ etc).

4.Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.

5.Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting.

You may be assessed on essential skills relevant to succeed in role, such as risk and controls, change and transformation, business acumen, strategic thinking and digital and technology, as well as job-specific technical skills.

Job location of this role is Mumbai.

  • Quantitative Analyst

    23 hours ago

    Mumbai, Maharashtra, India Youngquist Investments Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    Job Title: Quantitative Analyst Prediction Markets (Polymarket Focus)Industry / Functional Area: Analytics / Financial Research / BlockchainDepartment: Quantitative Research & TradingLocation: India (Remote option; must reside full-time in India)Compensation: 1520 LPA (~$1012/hr USD)Employment Type: Full-timeAbout the CompanyWe are a U.S.-based family office...

  • Quantitative Analyst

    3 days ago

    Mumbai, Maharashtra, India Youngquist Investments Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    Job Title: Quantitative Analyst Trading Support (Equity Research)Industry / Functional Area: Analytics / KPO / Research (or BFSI if you prefer finance-first)Department / Role: Equity Research Analyst / Quantitative AnalystBase Location: Mumbai, India (Remote option; must reside full-time in India)Compensation: 15–20 LPA (~$15/hour)Employment Type:...

  • Quantitative Analyst

    3 weeks ago

    Mumbai, India Elements HR Services Pvt Ltd Full time

    Join us as a Quantitative Analyst AVP Treasury and Liquidity Risk at a leading UK

  • Quantitative analyst

    3 days ago

    Mumbai, India Elements HR Services Pvt Ltd Full time

    Join us as a Quantitative Analyst AVP Treasury and Liquidity Risk at a leading UK

  • Junior Quantitative Analyst

    3 days ago

    Mumbai, Maharashtra, India Millennium Full time ₹ 9,00,000 - ₹ 12,00,000 per year

    Job SummaryWe are seeking a motivated and detail-oriented Junior Quantitative Analyst to join our equities team. The ideal candidate will have 2-3 years of experience in the equities space and a strong foundation in quantitative analysis. This role offers an excellent opportunity to work with experienced professionals and contribute to the development of...

  • ▷ (High Salary) Analyst - Portfolio Analytics Quantitative Research

    5 days ago

    Mumbai, India JPMorganChase Full time

    Job Description Job Description Are you a dynamic individual with a passion for financial markets and strong analytical skills Join our Investment Solutions Data, Analytics & Modeling team! As a Portfolio Management Support Analyst in the Data Analytics & Modelling Team, you will enhance investment procedures for multi-asset portfolios. You will create...

  • Quantitative Analyst

    1 week ago

    Mumbai, Maharashtra, India MASTER MIND CONSULTANCY Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    Job Title : Quantitative Analyst -Associate- ParametricExperience : 4-8 YearsLocation : MumbaiRoles & ResponsibilitiesLead SMA portfolio implementation (monitoring, execution, compliance, trade review)Support portfolio construction & product development (strategy modeling, algorithms, automation, data)Manage projects with tech teams, bridging business &...

  • ▷ (High Salary) BA4 - QPS Analyst

    5 days ago

    Mumbai, India Barclays Full time

    Job Description Join us as a QPS Analyst at Barclays, where the main focus the development of quantitative portfolio strategies across major asset classes for large global institutional investors, including central banks and sovereign wealth funds, asset managers, pension funds, endowments, insurance companies, and hedge funds. Our areas of research include...

  • Quantitative Research Analyst

    3 weeks ago

    Mumbai, India Dolat Capital Full time

    Founded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...

  • Quantitative Analyst

    1 week ago

    Mumbai, Maharashtra, India B2K Analytics Full time ₹ 6,00,000 - ₹ 18,00,000 per year

    Job Summary:We are seeking a highly analytical and detail-oriented Quantitative Analyst to join our Consulting practice. This role will focus on developing, validating, and enhancing quantitative models and delivering data-driven business analytics solutions. The ideal candidate will have strong programming skills, a solid background in statistics and...