Quantitative Analytics Associate

1 week ago

Bengaluru, India NatWest Group Full time

Our people work differently depending on their jobs and needs. From home working to job sharing, visit the remote and flexible working page on our website to find out more.

This role is based in India and as such all normal working days must be carried out in India.

Join us as a Quantitative Analytics Associate
- This is an opportunity for you to work closely with our Front Office Model Governance team that drives the model governance agenda encompassing all end-of-day valuation models
- You’ll design, develop, and maintain pricing and risk models to support trading and risk management areas
- It’s a chance to have a tangible effect on our function, put your existing skills to the test and advance your career

**What you'll do**:
In your new role, you'll assist with the development of tools for trading related to risk calculations, trading signal generation and regulatory requirements. You'll support the business to promote client focus throughout strategy, communications and client engagement, and contribute to the system implementation of the models.

Additionally, we'll look to you to proactively engage with stakeholders in Quants, Trading, Technology and Control functions to understand requirements and take ownership for the design, development and implementation of software solutions that capture business requirements. You'll also assist in monitoring the control environment, such as identifying and providing resolution for any risk feed issue, and supervising controls over market risk numbers including filters, risk override and mappings.

You’ll also:

- Work closely with the trading desk on limit monitoring, highlighting and addressing a limit breach
- Review and ensure delivery turnaround time, accuracy and quality as per agreed service level agreements
- Take all reasonable steps to ensure quant activities are in line with Group policies covering conduct, operational, and regulatory risks
- Support existing model development solutions and contribute to the ongoing development activities
- Define and execute unit tests and construct software, perform integration and regression testing

**The skills you'll need**:
We're looking for someone with a strong mathematical and development background, preferably with good knowledge of probability, quantitative finance, numerical methods, time series analysis, econometrics, statistics and optimisation. You'll hold a Masters degree in STEM (Science, Technology, Engineering and Mathematics) from a premier academic institution. You should have experience as a Quant Analyst within a large analytics library with Tier 1/2 Investment Banking.

Additionally, you'll bring at least four years of experience in Visual Studio C++ or Python programming under Windows and Linux, both 32/64 bit. You'll have a strong understanding of Risk concepts, risk profiles of different asset classes and underlying risk systems and models.

You’ll also need:

- A good understanding of PV, risk measures and PnL
- Excellent algorithmic thinking and strong software pattern knowledge
- Excellent coding standards, including code comments and testing
- Familiarity with derivative products and quantitative models
- A good understanding of investment banking in any asset classes such as FX, Rates, Credit, Equities and Commodities
- Excellent verbal and written communication skills to productively liaise with colleagues in front office locations

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