Job summary:

This position is a Quant profile to support the activities of the global Markets Planning & Analysis Group (with presence in New York, Singapore and Mumbai), sitting out of CIB R&A in Mumbai. The incumbent will be working in a team of 17 and be responsible for the design, engineering, industrialization and support of the Markets Quantitative Framework for the CCAR/ICAAP regulatory process, while also exploring opportunities to further leverage it into other activities such as the planning and forecast processes, ad hoc analysis for senior management and other strategic initiatives to support the businesses.

Job responsibilities:

• Perform in-depth data analysis, using statistical and machine learning modeling techniques including decision trees, neural networks, to creatively build predictive or explanatory models
• Devising/improving models on new/existing regression analysis. This includes coding the entire statistical methodology in R, Python
• Translate business needs into quantitative analyses and tools; communicate complex results to senior stakeholders in a clear and precise manner
• Work independently and collaboratively to establish close partnerships with peers across the greater CIB organization and Global Treasury.
• Develop metrics and statistical model prototypes that can be used to drive business decisions. 
• Lead and participate in ad-hoc projects as needed by senior management or regulatory initiatives
• Clearly document the code of the tools created; Publish and maintain clear user documentation; Write the official Model documentation and interact with the Model Governance group for review and approval; Ensure full SIT / UAT and Change controls of tools

Required qualifications, capabilities, and skills

• Experience of working on R/Python statistical, analytical and machine learning libraries.
• Knowledge of probability theory, statistics and machine learning would be an advantage.
• Advanced user of MS Office suite, including Word and PowerPoint
• Close attention to detail and ability to work to very high standards
• Strong quantitative and analytical skills
• Strong communication skills (both written and verbal) and ability to present findings to a non-technical audience

Preferred qualifications, capabilities, and skills

• Ideal candidates for these positions would be graduates/post-graduates with good academic records from esteemed universities with some exposure to finance/actuaries/accounting and/or derivatives.
• Strong knowledge of Equities, FX, Rates, Fixed Income or Commodities
• Superior time management and multi-tasking skills to juggle long term projects and daily tasks