The role involves serving as the first line of defense to mitigate risks across Futures, Prime Brokerage, and Equity Delta One business lines
Job Summary
The role involves serving as the first line of defense to mitigate risks across Futures, Prime Brokerage, and Equity Delta One business lines.
Candidates will design advanced quantitative models and algorithms to support trading desks while managing key regulatory metrics like RWA and GSIB scores.
The team operates globally from Mumbai, collaborating directly with senior leadership in Hong Kong, Singapore, London, and New York.
Matching Summary
The role involves serving as the first line of defense to mitigate risks across Futures, Prime Brokerage, and Equity Delta One business lines.
Skills & Requirements
Must-have
8+ years financial services experience
Python Pandas NumPy SciPy proficiency
Counterparty risk management expertise
Basel III/IV RWA NSFR LCR knowledge
Prime Brokerage platform familiarity
Nice-to-have
CFA certification preferred
Generative AI experience a plus
Cloud AWS Azure GCP familiarity
Top-tier engineering institution degree
Hedge fund strategy exposure
Key Requirements
Bachelor's or Master's degree in quantitative field
Graduates from top-tier institutions like IITs
8+ years experience in Prime Brokerage or derivatives